You can't directly connect to an SSH server if it's in a private network or behind a NAT or firewall. An SSH server could also be configured only to allow connection from a specific host or network, and deny connection from everywhere else. Some possible solutions to this are connecting to the specific host or network via a VPN, or using a proxy.
You can configure PuTTY to tunnel its connection through a proxy. The supported proxy types for PuTTY are HTTP, SOCKS(4/5), Telnet and Local.
Related: How to create SOCKS proxy on Windows
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