Install the AWS Cloudwatch agent on Windows.

create-param.sh

#!/bin/bash

aws ssm put-parameter --name AmazonCloudWatch-windows --type String --overwrite --value "$(cat cw-windows.json)"

cw-windows.json

{
  "logs": {
    "logs_collected": {
      "windows_events": {
        "collect_list": [
          {
            "event_format": "text",
            "event_levels": [
              "WARNING",
              "ERROR",
              "CRITICAL"
            ],
            "event_name": "System",
            "log_group_name": "/aws/ec2/windows/System"
          },
          {
            "event_format": "text",
            "event_levels": [
              "WARNING",
              "ERROR",
              "CRITICAL"
            ],
            "event_name": "Application",
            "log_group_name": "/aws/ec2/windows/Application"
          }
        ]
      }
    }
  },
  "metrics": {
    "append_dimensions": {
      "AutoScalingGroupName": "${aws:AutoScalingGroupName}",
      "ImageId": "${aws:ImageId}",
      "InstanceId": "${aws:InstanceId}",
      "InstanceType": "${aws:InstanceType}"
    },
    "metrics_collected": {
      "LogicalDisk": {
        "measurement": [
          "% Free Space"
        ],
        "metrics_collection_interval": 10,
        "resources": [
          "*"
        ]
      },
      "Memory": {
        "measurement": [
          "% Committed Bytes In Use"
        ],
        "metrics_collection_interval": 10
      },
      "Paging File": {
        "measurement": [
          "% Usage"
        ],
        "metrics_collection_interval": 10,
        "resources": [
          "*"
        ]
      },
      "PhysicalDisk": {
        "measurement": [
          "% Disk Time",
          "Disk Write Bytes/sec",
          "Disk Read Bytes/sec",
          "Disk Writes/sec",
          "Disk Reads/sec"
        ],
        "metrics_collection_interval": 10,
        "resources": [
          "*"
        ]
      },
      "Processor": {
        "measurement": [
          "% User Time",
          "% Idle Time",
          "% Interrupt Time"
        ],
        "metrics_collection_interval": 10,
        "resources": [
          "*"
        ]
      },
      "TCPv4": {
        "measurement": [
          "Connections Established"
        ],
        "metrics_collection_interval": 10
      },
      "TCPv6": {
        "measurement": [
          "Connections Established"
        ],
        "metrics_collection_interval": 10
      }
    }
  }
}

user-data.txt

<powershell>
$url = "https://s3.amazonaws.com/amazoncloudwatch-agent/windows/amd64/latest/AmazonCloudWatchAgent.zip"
$output = $env:TEMP + "\AmazonCloudWatchAgent.zip"
$wc = New-Object System.Net.WebClient
$wc.DownloadFile($url, $output)
Expand-Archive -path $output -destinationpath $env:TEMP
cd $env:TEMP
./install.ps1
./amazon-cloudwatch-agent-ctl.ps1 -a fetch-config -m ec2 -c ssm:AmazonCloudWatch-windows -s
</powershell>

You also need an IAM role with some managed AWS policies attached to it:

https://docs.aws.amazon.com/AmazonCloudWatch/latest/monitoring/create-iam-roles-for-cloudwatch-agent.html