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Rhino is officially not supported on AWS EC2, though you might be able to get it to run if you use Remote Desktop to access it. Getting good display performance over RDP is challenging, even with proper NVIDIA cards. We can't help get that working.
However, if you are willing to look more broadly, Amazon AppStream, Amazon Workspaces, Citrix XCenApp, Citrix XenDesktop, Itopia, Vagon.io, Nutanix Frame, and Cloudalize, are supported.
See Rhino System Requirements by versions here.