You'll use the Connect button in the Azure Portal to start a Remote Desktop session. (For Linux VMs, see How to Log on to a Virtual Machine Running Linux.)
If you haven't already done so, sign in to the Azure Management Portal.
Click Virtual Machines, and then select the appropriate virtual machine.
On the command bar, click Connect.
Click Open to use the Remote Desktop Protocol file that's automatically created for the virtual machine.
Click Connect to continue.
Type the credentials for the administrative account on the virtual machine, and then click OK.
In most cases, you'll use the user name and password that was specified when the virtual machine was created. Check the user name to make sure it has the correct domain information:
Click Yes to verify the identity of the virtual machine.
You can now work with the virtual machine remotely.
Here are a few things to try quickly:
For problems with the Remote Desktop connection, try resetting the configuration from the portal. From the virtual machine dashboard, under Quick Glance, click Reset remote configuration.
For problems with your password, try resetting it from the portal. From the virtual machine dashboard, under Quick Glance, click Reset password.
If those don't work, you'll need to do more extensive troubleshooting. For instructions, see Troubleshoot Remote Desktop connections to a Windows-based Azure Virtual Machine.