We have tested deployments to a Windows Azure machine running Windows Server 2008 but not on EC2. However, we do feel this should work.
You will need to remote into your EC2 instance and install the Deployment Manager Agent.
Once the agent is installed on your machine, you will need to open the port that the Agent is listening on. By default this is port 10301.
I hope this answers your query, do let us know how you get along and if you encounter any further issues.