Quick answer - You can certainly have an OPC server installed on a VM on AWS. In that case, you can install the sitewise gateway also on a VM on AWS to avoid unnecessary network latency. Sitewise gateway connects to the OPC UA server for data.

However, it would not give you the real benefits of a sitewise connector on the edge for e.g.: edge processing (filters, aggregations, etc.), data buffering in case of network disruption between on-prem and cloud, etc.