For Windows Server on-prem installation of AmazonCloudWatchAgent, you need to add the following Environment variables:

AWS_PROFILE = AmazonCloudWatchAgent (or whatever you're profile name is)
AWS_SHARED_CREDENTIALS = absolute_path_to_your_credentials.ini

After adding these and server restart, I now have data arriving in CloudWatch!

Please note, on Windows machines you need the .ini file ending