1. Make sure that you have already installed Putty on your windows machine. If not please download and install.
2. While launching the EC2 instance, you must have saved .pem file (step#8 in this post). But Putty uses .ppk file instead of .pem file. You need to generate .ppk file from .pem file. Follow below steps to generate .ppk file.
A) Open PuTTYgen (<yourDirWhereYourDownloadedPutty>\putty\PUTTYGEN.EXE)
B) Choose Load on the right side
C) Set the file type to *.*
D) Browse and open your .pem file
E) PuTTY will auto-detect everything it needs, and you just need to choose Save private key and you can save your .ppk file.