If you have already installed your VPN connection then you can now connect directly to the Server using RDC.
Once the VPN is running you can RIGHT MOUSE click on the Server/Computer you need to connect to and pick 'Copy IP Address' as shown below;
Then look for RDC on your computer and open it.

Open the program and PASTE the IP Address to the field Computer Name.

Press Connect
You will be prompted for credentials.
Enter the credentials given to you to access the computer you are connecting to.

Once you enter your credentials you will be connected to the server.
Note: The first time you connect you will be promted with a 'Cannot be Verified' warning.
Please make sure you place a check mark under:
"Don't ask me again for connections to this computer"
and press YES as shown below.
