By default Windows Server 2016 disables Remote Desktop Connections (RDP) to the server. If you wish to RDP to the server you will need to enable it first. This tutorial will show you how to enable RDP on windows server 2016.
Click the start button and then Server Manager.
Then click on Local server and where it says Remote Desktop click on the Disabled.
Click to Allow remote connections to the computer and then click Apply and OK.
You will now be able to RDP into your server. A full video tutorial can be found here: