In general, I use Ubuntu/ other Linux variants for the development machine. I recently switched to Windows 10 to do some documentation
In Windows 10 there are a lot more improvements than earlier, we can directly use ssh command in Command Prompt to connect server.
I frequently used to connect servers so many times a day, it is very difficult to run the same command again and again as the command history doesn't persist between sessions. So I found a simple way to create a shortcut for SSH Connection without any software installation.

Steps

• Right Click on Desktop New => Shortcut
• Popup Dialog will be displayed asking for the location of the file
  • Enter C:\Windows\System32\cmd.exe /k ssh -i path\to\key.pem username@ipaddress
  • Save it with a name