Aplication to be used from different locations

This is insufficient info to help. Does the application use shared data? Is it possible to install the application on computers locally?  Should all app instances communicate to each other? Do different time zones affect the application behavior? Do all of app users have internet connection? Etc. etc.

If you imagine e.g. Notepad then it is also used by many people around the world.

You've mentioned Remote Desktops as one of the topics. So, yes, this is one of possible ways how to implement your requirement. Simply rent a virtual machine from some provider, install Windows, add terminal services with licensed for number of app users and they may connect to the Remote Desktop and use the application from any place where internet connection is available. All the app data will reside on the server so they may be shared etc.

What type of application?

For an Access database, CITRIX, Terminal Services are great options, but for a system using SQL Server, it wouldn't be necessary.  We need more information to guide you best.