Not able to copy private key from ubuntu to windows

Hi Team,

I was going through the link for chef basics “https://learn.chef.io/modules/manage-a-node-chef-server/windows/bring-your-own-system/set-up-your-chef-server#/” where i came across the command “scp -i ~/.ssh/private_key ubuntu@ec2-54-235-228-159.compute-1.amazonaws.com:/drop/chefadmin.pem ~/learn-chef/.chef/chefadmin.pem” i am running the same command from my ec2 ubuntu instance for windows 7 to copy the private file but first it says No such file or directory then Permission denied, please try again.Tried with id_rsa & id_rsa.pub but no luck,Can some one please guide me here?

Regards}
Dev