In the windows world, you normally connect via the RDP protocol to your servers. If you want to secure the network you can use a Remote Desktop Gateway in order to provide access to your servers and control who can get access.
1 . Configure your RDP client with the correct IP address of the server that you want to connect to.
2. You should have a Gateway Settings tab. Type the RDS Gateway server IP address or dns name.
That's it. You will be connected to your environment via the Remote Desktop Gateway Server.