For once, I am going to talk about Windows and more specifically about managing a TSE server you want to connect to with RDP.
This is a list of instructions to set up TSE on OVH Cloud servers.
So all instructions are on the French page, it should not be too difficult to translate with an online translator. If in doubt, ask your questions (or for a translation in the comments).
Here, you go: happy TSE sessions launching (with an RDP software ... who said Remmina) !