Can't connect to my Windows instance using RDP

Question

When I try to connect it's said "Can not establish a connection". I'm sure of the password and username.
When I go to Get instance screenshot the lock screen is showed.

I have already tried to reboot the instance.

Answer

Hello.

Is RDP allowed in EC2's security group inbound rules?  
If RDP connections are not allowed in your security group, please add a rule using the steps in the document below.  
https://docs.aws.amazon.com/AWSEC2/latest/UserGuide/working-with-security-groups.html#adding-security-group-rule

If the Windows Firewall may be blocking your access, please troubleshoot using the steps in the document below.  
https://docs.aws.amazon.com/AWSEC2/latest/WindowsGuide/troubleshoot-connect-windows-instance.html#Troubleshooting-Remote-Desktop-Connection-issues-using-AWS-Systems-Manager

Can't connect to my Windows instance using RDP

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