You dont have to setup a KeyPair the same way as in EC2.
1- First allow your IP through the instance Security Group.
In AWS Console, find the corresponding EC2 instance.
In the bottom panel, under the security section, in Security groups row, click on the link to go to associated security group.
You should now be in Security Groups section. In the bottom panel, under the Inbound tab, click Edit and add:
Source: My IP
and click Save.
2- Add you public Key to the Cloud9 instance you created
In Cloud9 terminal, add your public key to ~/.ssh/authorized_keys. Don’t replace the existing keys or elsewise Cloud9 IDE wouldn’t be able to connect to the instance.
You can now SSH into the Cloud9-managed instance using ssh ec2-user@, or ssh ubuntu@ if using Ubuntu AMI, for other AMIs see default user name for the AMI