Is it possible to launch an ec2 instance from Windows RDP?

Short answer, no - you can't do that in AWS.

You could start the instance remotely from an API call but I suspect that you don't want to do that.

Although it's an additional step, something that customers have done in the past is take a very old blog post I wrote and modify it to control (i.e. stop/start) EC2 instances rather than Workspaces instances. Probably not what you're looking for but it is an alternative.

That said, mentioning Workspaces: Amazon Workspaces is a fully managed virtual desktop solution that does support automatic stop/start (on user connection) so might do what you want.