First, make sure you have an SSH client installed. Open the Cygwin setup file (if you don't have it you can get it from http://cygwin.com/install.html).
Click next and leave all options default until you get to "Choose A Download Source". Make sure "Install from Internet" is selected and click next.
You can leave the options as they are on the next 3 screens, the defaults are safe and you shouldn't need to change them. Select a mirror to use and click next, any one should be fine.
From the Select Packages window type 'openssh' in the search box. Click the + to the left of "Net". Click the text that says "Skip" once and it will change and say a version number. Click next at the bottom.
Make sure that you leave the checkbox to get the required files selected and click next. The files will be installed and then you can open the Cygwin terminal again and try the SSH command.
ssh -i /cygdrive/c/Users/Vinay/Desktop/Devrath/USA.pem user@host
Should work. If it doesn't, please run:
ssh -vv -i /cygdrive/c/Users/Vinay/Desktop/Devrath/USA.pem user@host
And paste the output in a comment.