Remote desktop clients and server on Windows
On older versions of Windows there was only the "classic" Remote Desktop client, which was installed by default. On Windows 10 there is also an alternative client which is not installed by default, but can be downloaded from the Windows Store. The two clients have different user interfaces and different feature sets. The Windows 10 app does allow you to save and organise your user accounts and connections in a more convenient manner, but handles the display of the actual remote screen in a slightly different manner to the older client, which can cause issues (when moving between two screens with different scaling factors for example.) The app store version is very similar to the MacOS app.
Note that there are other non-Microsoft RDP clients available for Windows, although they are not as common.
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Connecting using Remote Desktop Connection (the "classic" client).
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Connecting using Remote Desktop (the app from the Microsoft Store).
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Configuring Remote Desktop access on the target system.