It sounds like you're comparing the functionality of two different things. If you're comparing how a terminal on your computer works and putty, they're entirely different things.
Those keys function for me in putty, using WinXP. There's not exactly settings for putty that you can mess with, and not knowing what OS you're using it's hard to conjecture any other reason it might not work.
EDIT: Nix that point about lack of settings. In putty have you checked that the keyboard settings (on the left) for the home and end keys are set to normal?
It's possible that re-downloading putty could make a difference, but I doubt it. Wouldn't hurt either.
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