Setup and configure AWS Command Line Interface in Windows

Download The AWS CLI MSI Installer for Windows from based on your windows 32/64 bit. 

Install the AWS CLI:

Click Next 

Select "I accept the terms in the License Agreement" and click Next 

Click Next

Click Install 

Click Finish

Install Pythin:

Click Install Now

Click Close

Configure AWS CLI:
Loging to AWS CLI
Click "My Security Credentials"
Click "Continue to Security Credentials"

Click "+" sign on "Access Keys"
Click "Create new Access Key"

Click "Show Access Key"
Get the "Access Key ID" and "Secret Access Key"

check aws version to see python and aws cli installed properly; 
configure aws
To test AWS CLI configured I have created a security group name TEST
Check the group created in your AWS account from EC2 dashboard under NETWORK & SECURITY->Security Groups