I used the same security group and ACLs for the Amazon Linux instance, and it worked. I then added a 22 port number to the firewall of the Windows server, but again it failed. I then turned off the complete firewall, but this again did not work. What am I missing here?
Windows servers don't accept SSH connections by default. WinSCP works over SSH, which Linux supports by default, but Windows servers do not. WinSCP is basically an application intended to run on a Windows client machine, to copy files to a Linux server machine. If you want to be able to send files over SSH to your Windows server, you will have to install SSH server software on that Windows server.