> [...] Unix machine.

   Not a very detailed description of anything.

      uname -a

> It was working till  day before yesterday.  As per my knowledge, for
> doing passwordless sftp we required to import a key between the servers .
> My doubt is in our scenario  whether i have to create any key in
> our Unix server and gave to windows team.

   If it was working before, then why do you worry now about the keys?

> debug1: Authentication succeeded (publickey).

   That's what successful authentication looks like.  You appear not to
have a key problem.

> Request for subsystem 'sftp' failed on channel 0

   You appear to have an SFTP problem on the (Windows) server.

> Contact the Windows administrator [...]

   This looks to me to be good advice.  I suggest that you follow it. 
If you're not convinced, then you might try SFTP to some other
(non-Windows) server, like, say, the HP-UX system itself.  Or, try SFTP
from some other system to the Windows server.  If the Windows system
always fails, and other systems always succeed, that should be a clue.