Make sure you have a security group associated with the instance that allows inbound SSH, HTTP, HTTPS & SMTP.
Note: If you are connecting from a windows host you need to convert the PEM file first. You could use PuTTY with a private key to connect to your Amazon EC2 Linux instance. To do so go through the following steps described in this guide: http://docs.aws.amazon.com/AWSEC2/latest/UserGuide/putty.html
In case you are planning to purchase LUCY or you are already a commercial client you can contact support@lucysecurity.com to open a ticket. We will get in touch with you within 24 hours.
In EC2 environments we have clients reporting that there is a limitation in the amount of outbound SMTP traffic. The limit is 200 mails a day and 1 email per second.
More details here: http://docs.aws.amazon.com/ses/latest/DeveloperGuide/limits.html
If you cannot send mails from LUCY from your EC2 environment we recommend uses Amazon's SES: https://aws.amazon.com/ses/. If you need to send less than 200 mails per day, please use the scheduler to delay the sending.