Hello,
there are different cases for this connectivity issue:
- you have to ensure that you try to connect from the proper network - if the instance is in external network you should be able to login from outside any corporate/firewall networks
- ensure that you do not have any firewall, proxy rules
- ensure that 3389 RDP port is opened (in CAL instance details should be enabled > for convenience the port in AWS should be with the same status)
- ensure that the Windows VM is started or you do not try to open Linux system via Windows RDP session