Once connected, you’ll be able to do pretty much everything you could do as if you were sitting in front of the server locally.
Some configurations to consider: each client provides for data encryption, which will secure your connection from point to point. Encryption settings are configured at the server level, using the Terminal Services Configuration utility, which can be found with the rest of the Terminal Server utils, in the Administrative Tools folder in Control Panel. By default, all Terminal Services sessions connect using medium encryption (56-bit). You can make the change to low (40-bit) or high (128-bit) by opening the Terminal Services Configuration utility, selecting ‘Connections’ from the left window, and finally right-clicking the ‘RDP-Tcp’ connection and selecting ‘Properties’. From there, you are directed to the General tab by default, which allows you to change the encryption settings of that server.
If you will be initiating a connection to your remote server from outside a secure LAN (i.e. in the comfort of your home), then it might be wise to strengthen your encryption settings to high (128-bit). Note that using 128-bit encryption is only available in North America, and will increase the CPU load of your sever.