On a Mac, you connect to a Windows VPS with Windows App, Microsoft's free Remote Desktop app. You need the server's IP address, the user name Administrator and the server password, all shown on the server's page in the client area.
Install Windows App
Download Windows App from the Mac App Store and open it.
Add your Windows VPS
Step 1: Add a PC.
Click the + icon at the top and choose Add PC.
Step 2: Enter the IP address.
In PC name, type your server's public IP address. If you changed the Remote Desktop port, add it after a colon, for example 203.0.113.10:3390.
Step 3: Choose how to log in.
Leave Credentials on Ask when required to type the user name and password when you connect.
To save them instead, click Credentials, choose Add Credentials and enter Administrator and the server password.
Step 4: Save.
Leave the other settings as they are and click Add.
Connect
Your VPS now appears under Saved PCs. Click it to connect, and log in as Administrator if asked. Next time, one click is enough.
If the connection fails, see the checks in Connect to your Windows VPS using RDP.