If you are using Windows on your own PC,
Start -> Run -> mstsc.exe
Otherwise, you would need to either download an application similar to what Remote Desktop Connection is on Windows, or look for an alternative on the OS you are using.
Access to a remote server over RDP is controlled by Terminal Services. To access configuration panel:
Administrator Tools -> Terminal Services Configuration -> Right-click RDP-Tcp -> Properties
Mac OSX - Please download the Microsoft Mac Remote Desktop client:
How to use the Remote Desktop Client
Once you have opened the remote desktop client, please enter the complimentary subdomain or the main ip address assigned to your virtual private server in the COMPUTER text field.
Press the CONNECT button and after a few seconds, the remote desktop client will establish a connection to your server. You will know it is connecting as it will either open a very large application window or it will maximize across your entire desktop. At this point you should see a login screen.
You will need to enter the username 'Administrator' and your password. Press the 'OK' button and you should be logged into your Windows virtual private server.
Note that your system's primary IP and password will be in your welcome email, so please check that.