Connecting server with WinSCP

To work with WinSCP, you'll need to convert key file format from pem to ppk.

We provide a ".PEM format" secret key. To use it with WinSCP, you should convert it to ".PPK format".
Following User Guide of AWS introduces converting the secret key with PuTTY, and setting up WinSCP with a saved file.

Connecting to Your Linux Instance from Windows Using PuTTY - Amazon Elastic Compute Cloud