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RDP via SSH Tunnel With PuTTY
First of all you need PuTTY.
Please go to the PuTTY-homepage and download the putty.exe from there:
https://the.earth.li/~sgtatham/putty/latest/w64/putty-64bit-0.70-installer.msi

Configuring PuTTY
Open PuTTY. A configuration dialog will pop up. The dialog window is
separated into two parts: on the left side you can see the categories and on
the right side you can adjust the options for the selected category.
First, select the subcategory SSH and Enable compression.

Tunneling/Port Forwarding
Now change to Tunnels. Here you have to insert the remote port you want to
forward to a local port at your PC.
The source port is the port on the user machine to which you will
address connections that you intend to have tunnelled.
In this example the port number 1024 is selected.
This port does not have a special meaning. It is chosen, because it is a
port that no special application uses. You may choose any other port in
between 1024 - 65535. The destination defines a host and a port to which you want to connect.
You have to write down the hostname (in this case winterm.desy.de) followed by a colon and the port number. Port
3389 is used for remote desktop connections.

After clicking Add, your PuTTY configuration should look like this:


Saving the Session
Return to the Session category and fill in the Host Name of the gateway at
DESY you want to log in – please always and only use bastion.desy.de –
and make sure that the protocol is SSH.
Type a name in the Saved Sessions field under which you want to save this
configuration. For example the name of the machine you want to connect (in
this case winterm.desy.de). Then click Save.

Now click Open. The configuration window will close and the PuTTY terminal
window will open and you should be able to log in to the aforementioned
gateway.
After the login procedure you can minimize PuTTY. Do not close the window
until you want to exit your Remote Desktop session!


Starting the Remote Desktop Client
Open your Remote Desktop Client (Start -> Windows Accessories -> Remote Desktop Connection)

and type localhost:1024 (or the Source Port you chose in PuTTY) in the Computer field (see below)

You can now click the Connect button to start the Remote Desktop session.

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