Open the Windows menu in the lower left of your screen and type in 'Remote'. The desktop app for remote desktop connections will then be shown. Click on it:
In the following dialogue, type in the address of a remote desktop server, i.e. rds.zdv.uni-mainz.de:
Then click on Verbinden. If the following dialogue appears subsequently, then, in the upper field, enter "UNI-MAINZ\" followed by your user account name at the university, and in the lower field enter the associated password.
After clicking on OK, the connection should be established.