First install screen using apt-get:
sudo apt-get install screen
Now open your ssh connection, e.g. (in my case, using a private key .pem file):
ssh -i ./this/is/a/path.pem ubuntu@x.x.x.x
Start a screen session:
screen
Press Ctrl + a then c (where c is pressed after you let go of pressing Ctrl and a simultaneously [this will open a new window.])
Either retype the command used to initiate your SSH connection, or press ↑ and select the command used to initiate your SSH connection.
Voila! You've just duplicated a remote SSH session in the terminal!
To switch between windows use Ctrl + a then n (where n is pressed after you let go of pressing Ctrl and a simultaneously.)
For a more in-depth guide on how to use screen, visit nixCraft.