You want to use AWS. You want to create Linux instances and connect to them. You do not know how to use the key pair that EC-2 Linux machines use.
2. It does not need to be installed. Just run it by double-clicking it.
3. In PuTTY Key Generator, go to File -> Load private key. Then find the .pem file that was created.
4. Enter a Key Passphrase in the field for "Key passphrase" and "Confirm passphrase."
5. Click "Save private key."
6. Now you have a .ppk file. Use it in Putty (e.g., Connection -> SSH -> Auth, Private key file for authentication -> find the file created in step #6).