You'll use the Connect button in the Azure portal to start a Remote Desktop (RDP) session from a Windows desktop. First you connect to the virtual machine, and then you sign on.
To connect to a Windows VM from a Mac, you will need to install an RDP client for Mac such as Microsoft Remote Desktop.
Connect to the virtual machine
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Go to the Azure portal to connect to a VM. Search for and select Virtual machines.
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Select the virtual machine from the list.
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At the beginning of the virtual machine page, select Connect.
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On the Connect to virtual machine page, select RDP, and then select the appropriate IP address and Port number. In most cases, the default IP address and port should be used. Select Download RDP File.
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Open the downloaded RDP file and select Connect when prompted. You will get a warning that the .rdp file is from an unknown publisher. This is expected. In the Remote Desktop Connection window, select Connect to continue.
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In the Windows Security window, select More choices and then Use a different account. Enter the credentials for an account on the virtual machine and then select OK.
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Select Yes to verify the identity of the virtual machine and finish logging on.
For further details refer https://docs.microsoft.com/en-us/azure/virtual-machines/windows/connect-logon
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