Is there any way to use session multiplexing (Control Master) from windows?
Solution 1:
I use PuTTY for this. The setting you're looking for is called "Share SSH connection if possible" under the "Connection->SSH" section. From other answers, it seems to be available from PuTTY 0.64 onward.
Solution 2:
The pre-release of PuTTY 0.64 now has connection sharing support. Have not yet tried it myself. http://www.chiark.greenend.org.uk/~sgtatham/putty/wishlist/ssh2-generality.html