Refer the section "6.1. Creating a Windows machine set on AWS" in in the below documentation 

 URL: https://docs.redhat.com/en/documentation/openshift_container_platform/4.16/html/windows_container_support_for_openshift/creating-windows-machine-sets#creating-windows-machineset-aws

It list the steps to create AWS Windows machinesets

When you follow the step are create the machinesets, it fails with the following error message

1. Failure 1

10s         Warning   FailedCreate   machine/wincocptest-g96rb-windows-worker-eu-west-2a-ggwlz   wincocptest-g96rb-windows-worker-eu-west-2a-ggwlz: reconciler failed to Create machine: failed to launch instance: error getting security groups IDs: no security group found

2. Failure 2

41s         Warning   FailedCreate   machine/wincocptest-g96rb-windows-worker-eu-west-2a-lffgd   wincocptest-g96rb-windows-worker-eu-west-2a-lffgd: reconciler failed to Create machine: failed to launch instance: error getting subnet IDs: no subnet IDs were found

We need to adjust the machineset configuration for security groups as 

 securityGroups:
   - filters:
      - name: tag:Name
        values:
           - <infrastructure_id>-node 
           - <infrastructure_id>-lb
           


Subnet section as

          subnet:
            filters:
              - name: tag:Name
                values:
                  - <infrastructure_id>-subnet-private-<zone>


    

OCP 4.16
    

Always
    

    1. Create a windows machineset on Azure using the existing documentation
    2.
    3.
    

Windows machine fails to create
    

Windows machine creation should succeed