Connecting to a Windows VPS (Virtual Private Server) using Windows’ own Remote Desktop Protocol (RDP) is relatively simple. This functionality to remotely connect to another computer is embedded into Windows Operating Systems.

Connecting to a Windows VPS is similar to connecting to any other Windows device. If you are familiar with the Windows interface, you should have little trouble with a VPS running Windows.

Click on the Windows key, and type “Remote” and choose “Remote Desktop Connection” as shown below.

This will bring up a window that looks something like below.

Click on “Show Options” to get a more detailed screen. Under “Computer” you will need to enter either the IP address for the remote computer, or its domain name (if you have it). Enter your User name, and click “Save” to save a copy of your connection. Then click on “Connect.”

You will then be prompted for the password associated with the user name you entered.

You may get a message like the below. You can just click "Yes" as it is your VPS.

Once you are in, you will see a Windows screen that looks much like the one below. Note that if the screen is maximized, you will be able to see the name of the computer or the IP address across the top bar, like so.

To disconnect and keep your session running, you can just click on the “X” at the top right of the screen. You will see a message that states the below.

You can click “OK” in this window and leave whatever it is you need running on the remote machine (which is something you will typically wish to do). When you login the next time, you will see whatever software you left running still up on the machine.

You have now successfully set up your RDP connection to a remote Windows VPS.
If you need to connect to it again in the future, simply fire up your Remote Desktop Connection, and you should see your connection already configured in the application.