The Windows Virtual Private Server (VPS) is used with businesses and websites as a way to connect to a computer while mobile. When you connect to the VPS, you will be able to download files, correct mistakes on a website, or upload files to the server. The Windows VPS uses the Remote Desktop Connection application to connect. Remote Desktop Connection comes with all Windows computers. If you do not have Remote Desktop Connection, you need to download it in order to connect to the VPS.