Follow these steps :

Step 1 – Install xRDP

Open Terminal (Crtl+Alt+T) and execute the following commands:

sudo apt-get update
sudo apt-get install xrdp

Step 2 – Install XFCE4 ( Unity doesn't seem to support xRDP in Ubuntu 14.04; although, in Ubuntu 12.04 it was supported ). That's why we install Xfce4.

sudo apt-get install xfce4

Step 3 – Configure xRDP

In this step, we modify two files to make sure xRDP uses Xfce4. First we need to create, or edit, our .xsession file in our home directory. We can either use nano or simply redirect an echo statement (easier):

echo xfce4-session >~/.xsession

The second file we need to edit is the startup file for xRDP, so it will start Xfce4.

sudo nano /etc/xrdp/startwm.sh

The content should look like this (pay attention to the last line and ignore . /etc/X11/Xsession):

#!/bin/sh

if [ -r /etc/default/locale ]; then
  . /etc/default/locale
  export LANG LANGUAGE
fi

startxfce4

Step 4 – Restart xRDP

To make all these changes effective, restart xRDP as such:

sudo service xrdp restart

Testing your xRDP connection

On the computer that will remotely control your Ubuntu machine, start you RDP client. Windows comes standard with a Remote Desktop client (mstsc.exe – you can start it from a command prompt, or find the shortcut to Remote Desktop under Accessories). Or Search 'remote' in start (Windows 7) Or 'remote' in search box in Windows 8.

Use RDP from Windows and access Ubuntu box using Ubuntu IP address and username password.