How to enable and setup RDP on Windows
NOTE: This is done on Windows 2012 DC R2 edition, other versions might be slightly different.
1. You need to enable RDP (if not already).
Go to Control Panel in your VPS -> System & Security -> System
Click "Remote Settings" (#1 on pic below)
Select "Allow remote connections..."
Uncheck "Allow connections only from..." (#2 on pic)
2. Enable RDP access in Windows Firewall (if not already)
Go to Control Panel in your VPS -> System & Security -> Windows Firewall
Click "Advanced Settings"
Click "Inbound Rules"
Scroll down and make sure ALL on #1 pic below are Green, if not, double click it and Enabled it (#2 on pic below)