In case you are using Key based authentication, using saved Putty session seems to work great, for example to run a shell script on a remote server(In my case an ec2).Saved configuration will take care of authentication.
C:\Users> plink saved_putty_session_name path_to_shell_file/filename.sh
Please remember if you save your session with name like(user@hostname), this command would not work as it will be treated as part of the remote command.