RDP: the protocol
Remote Desktop Protocol (RDP) is how Windows shows a remote desktop and sends back keyboard and mouse input. It is built into Windows: Microsoft notes that the Professional, Enterprise, Education and Server editions can accept Remote Desktop connections, while Home editions can only connect out to other computers.
On its own, RDP connects one client to one computer on a network it can reach. Reaching a PC from outside that network takes port forwarding, a VPN or a gateway, and Microsoft advises enabling Remote Desktop only on trusted networks.
RDS: shared desktops and apps
Remote Desktop Services (RDS) is a role-based platform in Windows Server built on RDP. It delivers full desktops or individual RemoteApp programs from central hosts. In the session-based model, many users share one Windows Server, each in an isolated session, which gives the highest density and the lowest cost per user.
An RDS deployment has several roles: session hosts, a connection broker, web access, a gateway that carries RDP over HTTPS on TCP port 443, and a licensing server that issues RDS Client Access Licenses.
VDI: a virtual machine per user
Virtual desktop infrastructure (VDI) gives users Windows client virtual machines instead of sessions on a shared server. Pooled VDI hands out a machine from a pool that resets; personal VDI gives each user a dedicated machine that keeps their changes. Isolation and application compatibility are better than with shared sessions, at a higher cost per user.
Where a remote-support tool fits
Tools such as Vexaro Desk solve a different problem: they connect an operator to a computer that already exists, whether a physical PC or a virtual machine, to support or administer it. Both ends connect outward, so no port forwarding is needed, and the person at the computer approves the session unless an administrator has set up unattended access. Vexaro Desk does not replace RDS or VDI. Its client runs on Windows today; macOS and Linux clients are planned.