Google is your best friend to setup RDP. If you just want a single user RDP, just install windows OS, modify the firewall settings, allow RDP. Connect.
if you need more, you need a terminal-Server
install the role "remote Desktop services"
and configure it (you need more licences if you do this)
with that you can get lots of users connect simultaniously on the server.
(not sure if you get a installations-instruction with many pictures, since this is a "pro"-feature.
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