1. On your Ubuntu machine side , open a terminal(Ctrl+Alt+t) and run below command to install xrdp
sudo apt-get -y install xrdp

2, On your Windows machine side , open your Remote Desktop Connection Manger

3.Input your Ubuntu machine’s Ip Address or Hostname in the Computer field,then click Connect

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4.Click Yes if a warning window prompts

5.Input the username and password of your ubuntu machine

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6.Click OK then you should be able to connect to your ubuntu

Note:If you get a blank screen or the RDP window exits automatically , maybe because you or someone already logged into the console ,you need to get the console logged out.