By default Windows OS does not come with a built-in way to connect to your SSH. However, there are tons of SSH applications that you can download and install. One of our favorites is PuTTy and we strongly recommend it.
You can download PuTTy for free from here: http://www.chiark.greenend.org.uk/~sgtatham/putty/download.html
Please make sure that SSH is enabled on your account. If you are not sure, contact our support for more information.
Once you know SSH is enabled, follow our guides to connect through PuTTy on a VPS account.