I really do not have a complete answer for you on this. Note, I use JAWS most of the time. Here is what I have found while using Putty. I found that the errow keys are past through to your server along with any control char that you hit on your computer. For example, if you hit ctrl C on your keyboard, it is pasted over SSH tyou your server. The short version is that you can errow around VIM, but beyond that I do not know how to scroll back the screen. You should be able to use your screen review commands to see what is on the screen, but I do not know how to scroll back the screen. Note, i have used VIM on a linux computer via SSH before when I tried my hand at Computer science. If I remember right, hitting the insert key on your keyboard also pastes what ever is on your computer's clipboard into your PUTTY window. May not have that command quite right.

@3. I did that, but it doesn't scroll. I need to look at the errors displaying in the terminal, but it doesn't show the whole thing. It says top..

its truly a shame that there is no better option for scrolling in a terminal for us.
Add to this the fact that to use alt plus space you need to enable that on an option on PUTTY which is burried somewhere and you need to save it with the session so it persist, and then you are all set. You press alt plus space or make the menu show up, and there is a command to copy the entire content of the terminal window to the clipboard I think you press O to get to it quickly. And yeah, then paste it and review it all in notepad. If there was a macro that opened an empty untitled notepad document with a command on the terminal via that menu, then by all means I would even pay for it.

Since we're on a topic for PUTTY here, is there a shortcut keys for copying and pasting in it?

I recommend using the ssh included in win10, with the standard cmd prompt. there, you can press alt+space and either select all and copy, like already said, or, much more interesting, choose mark. then you will be able to read everything in the window like a standard edit field.Found about this recently, works great.