https://wiki.jenkins-ci.org/display/JENKINS/Amazon+EC2+Plugin

I followed the guidelines for setting up Windows AMI. While I can see that the EC2 is launched in AWS, the instance is not able to connect to master as slave. logs show something like

'waiting for Windows RM ... going to sleep ..'

Notes for Windows AMI:
EC2 Windows slaves are accessed with CIFS (to send the initial Jenkins slave.jar) and WinRM to launch and connect to the slave afterward. This windows AMI must be configured with:

a security group allowing SMB over TCP (incoming TCP port 445) and WinRM (incoming TCP port 5985)
windows firewall should allow incoming SMB over TCP
java should be installed and available in the %PATH%
WinRM should be enabled with the following commands (for more information see: Microsoft article 555966):
winrm quickconfig
winrm set winrm/config/service/Auth @

{Basic="true"}

winrm set winrm/config/service @

{AllowUnencrypted="true"}

winrm set winrm/config/winrs @

{MaxMemoryPerShellMB="1024"}