If you're running Windows 10 and Windows Server 2019, they both come installed with OpenSSH (for windows). If you're not familiar with ssh, I'd recommend reading about it on this website.

If you want to ssh into a server from your client, you can use PuTTY, as an alternative to the ssh command.

Alternatively, you can use native Powershell Commands to access a Windows server. On your server, you can enable PowerShell remoting with Enable-PsRemoting. Using your client, you can use New-PsSession to connect to the server. Once you have access, then you can navigate to the desktop with Set-Location.

If you want some GUI, then

Hopefully I helped =)

TeamViewer, or some VNC thing.