There are a few ways to use SSH on an MS Windows computer.

Built-in SSH (Windows 10)

https://www.howtogeek.com/336775/how-to-enable-and-use-windows-10s-built-in-ssh-commands/  

Windows Terminal

Install Windows terminal from here - https://docs.microsoft.com/en-us/windows/terminal/get-started

Once installed and it is running, navigate on the command line to the directory where you have saved the training.pem file you will have been given during the training day and then follow the instructions as detailed in Exercise #1 

PuTTY

Another The recommended and repeatable approach to access a server using SSH is to use a third party tool on MS Windows, PuTTY.

PuTTY

First download and install PuTTY - https://www.putty.org/ - and then please follow the steps below:

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1. Generate a PuTTYgen compatible key by running puttygen which would have been installed along with PuTTY. Go to Windows Start menu → All Programs → PuTTY→ PuTTYgen.
2. Click on the Load button beside 'Load an Existing Private File Key' and then load the the training.pem file  file you should have been given during the training day.
3. Then click on 'Save private key' and save the file as training.ppk into ppk into a folder.

Open Connection in PuTTY

1. Run PuTTY - Go to Windows Start menu → All Programs → PuTTY→ PuTTY
2. Enter the remote server Host Name or IP address under Session in the following format ubuntu@<ip address>.
3. Navigate to Connection > SSH > Auth.
4. Click Browse... under Authentication parameters / Private key file for authentication.
5. Locate the training.ppk private key you saved above and click Open.
6. Finally, click Open again to log into the remote server with key pair authentication

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