I just set one up right now using my usual approach and it worked.
My guess based on what you posted is that you have installed and have the notebook running; however, you need to connect your local port to the remote port. This is done through an SSH tunnel. You leave the current window running the notebook open and open another terminal window and connect via another SSH connection to the remote connection. You specify the ports to connect via the tunnel at that point.
You should be able to adjust your security group settings by adding a Custom inbound TCP rule like step #3 here (if you didn’t already) and then pickup back up with step #11 here and connect.
There is a slightly different take here where you specify the port at the time you start the notebook server. I actually follow that approach more closely and add in the no-browser option, and so my command to start the notebook server is jupyter notebook --no-browser --port 8756. (Note that I still only have 8888 as the inbound rule on the remote EC2 machine. Nothing involving 8756 in the rules.) My tunnel command is also more like here because I use Ubuntu and not the Amazon Linux and the N and f flags don’t seem necessary. This page discusses the SSH tunnel command more.