Do i have to always carry *.pem file to log in my AWS server in other computer?

I have a EC2 server (UBUNTU). I have a macbook and my ".pem" file is in my laptop computer. When i try to log in my server through putty in other computer, it require my ".pem" file. Do i have to store it in extra hard drive and carry it everytime? Is there any the other way to access my server in other computer no matter which OS i used?

Do you have to?

No

Should you?

Yes

Why Private Keys?

You can configure SSH access a number of different ways.

private/public key pair is a common (and SECURE) method for Linux servers and the default method for Ubuntu AMIs.

Where can you store your private key?

You can store your private key in a secure location (a shared disk or USB might work if you can ensure good physical security to the device...you will also want to consider encrypting the disk and/or putting a pass phrase on your private key).

You can also use multiple private keys for different devices. If one of your keys gets compromised you only need to replace that one, and the others are okay.

Alternatives

Once you gain access to your server you can configure all sorts of access (like passwords instead a of keys, which I can't discourage enough).

You can look into locking down access to SSH to certain IPs, using two factor authentication and various other things, however private/public key pairs are common place and highly recommended.