How do we Connect to Windows Azure instance Remotely?

I am new to Windows Azure environment. Our client have created a code base and created our account on visual studio online and we installed visual studio 2013 on our windows 7 computer and were able to connect to the credentials given by the client and were able to download code from TFS online server.

He has also given us access to the cloud service which he has created on windows azure and also RDS access username and password and also SQL Server username and password which  i think are credentials for windows remote desktop service and sql server database which is installed on windows azure instance.But I am confused how to use these credentials provided below.

Cloud Service: the URL of Cloud Service RDS Acccess: Uid=RDSUserID; Pwd=RDSPwd SQL Database: SQLDB_URL Admin Access: Uid=AdminUID; Pwd=AdminPwd

I have tried normal "mstsc" from Windows 7 to try connecting to remote desktop but with mstsc , it does not open the dialog where i can enter the username and password. I am not sure whether mstsc works for connecting to windows azure from windows 7 client machines or not.

Please guide me as i am new to this and i want to get connected to computer remotely in order to install code and database and create a IIS website so that we can show them demo.

Thanks and any immediate help will be appreciated.
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TUS11Connect With a Mentor Author Commented:
actually the problem was solved by us itself as the url and credentials given by the client were incorrect.
Look at this link on how to create rdp file
TUS11Author Commented:
ideally this question should be deleted.
TUS11Author Commented:
i am not sure whether to accept your solution is the right choice here or not as there is no solution to this.
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