By default the port used is the 3389 and while it is active you don't need to specify it within your remote desktop program.
However, it may constitute a security breach as it is a well known port. By changing it, you would protect your VPS from 95% of the brute force threats.
Here are the steps to proceed :
1) Click on the Start menu and type regedit in the search field as shown below :
2) Once in the registry editor, you would need to click in the left part, on HKEY_LOCAL_MACHINES then SYSTEM, CurrentControlSet, Control, Terminal Server, WinStations, RDP-Tcp.
On the right part, you would need to right click on PortNumber and select modify :
3) In the pop up that appeared you would need to tick Decimal and change the value to the one you want. This value would define the port. The value shouldn't exceed 65535.
4) We would now need to apply the change to the firewall to allow the connection to the newer port. We would need to click on the Start menu and select administrative tools then click on Windows Firewall with Advanced Security.
5) Now, we would need to click on Inbound rules in the left sidebar. Then, you would need to click on New Rule on the right sidebar :
6) In the window that appeared from the 5th step, we would need to tick Port and click next :
7) On the next screen, we would need to click on TCP and tick specific local port and finally enter the port you have choosen on 3rd step :
8) You would need then to select "Allow The Connection"
9) Finally, you would need to select Domain Private and Public and hit Next twice :
10) You should now restart the Windows VPS in order to apply the changes.
That's it! Upon restart, you will be able to connect to your VPS with the custom port you have choosen. To do so, in your remote desktop program you would need to type the following :
YOUR IP ADDRESS:CUSTOM PORT
For instance if your custom port is 8652 and your Windows VPS IP address is 192.168.0.1, you would need to type 192.168.0.1:8652
