This guide will walk you through the steps on installing a xRDP on your Debian 9. xRDP is an open source remote desktop protocol(rdp) server that lets you connect to your server on any Windows machine.
apt-get update && apt-get dist-upgrade
apt-get install task-gnome-desktop systemctl set-default graphical.target
apt install -y xrdp tigervnc-standalone-server
systemctl restart xrdp
You can now use the IP of the VPS and connect using Remote Desktop Connection on your Windows machine.
Note: Your VPS should be running a GNOME for this setup to work, To install GNOME >> Installing GNOME on Debian