This article contains information about Azure RDP connectivity.
Make Sure you are connected with VPN connection
Follow this link to configure
Note - Use Private IP for connectivity
Connect to Remote PC From Windows
Launch the Remote Desktop Connection tool in Windows 10 by clicking the Start button and opening the folder for Windows Accessories. Click the shortcut for Remote Desktop Connection.
Or In the search field, type “windows remote desktop” and click the result.
At the RDC window, type the name or IP address of the remote PC in the Computer field. Click the Show Options button, and type the username of the account you'll use to log in. If you wish to save your credentials so you don’t need to enter them each time, check the box next to "Allow me to save credentials." Click Connect.
Enter your password at the credentials window. Check the “Remember Me” box if you don't want to enter your password each time you use this account. Click OK. You may receive a message saying that the identity of the remote computer cannot be verified. Check the box for "Don't ask me again for connections to this computer" and click Yes.
You should now connect to the remote computer so you can run applications, open and work with files, and perform other tasks. At the top of the screen is a blue connection bar with various options.
The buttons on the left side of the bar let you pin the bar and check the connection speed. Those on the right let you minimize the remote window to the taskbar, change the window size, and terminate the remote session. When you're finished, click the Close icon to end the connection.