If you want to install File Server Resource Manager (FSRM) on Windows Server and configure it, follow the steps mentioned here in this guide.

FSx lets customers choose the file system that powers their file storage, giving them full access to the file system's feature sets and performance -- it runs fully managed in the cloud.

FSx for Windows File Server is a fully managed, native Windows file system that offers low-cost Windows file storage in the cloud, while FSx for Lustre offers high performance, highly scalable ...