There are several ways to connect via ssh from windows to the pi, also.
If you have the linux tools installed you can use a 'cmd' window ant use
> ssh [username]@[ip_address_of_pi]
or you can install an app like PuTTY.
either will get you to the terminal window of the Pi to run things.
If you need the graphical desktop on the Pi, you can run
> sudo raspi-config
Select
3 Interface Options
select
I3 VNC
Enable
this will allow you to connect remotely via TigerVNC or RealVNC viewer from the Windows PC