I have just set up the remote desktop of Ubuntu on Windows. I have Ubuntu Instance running on EC2. I have followed this link. But for quick installation let me give you the commands to execute. Execute this commands one-by-one.
export DEBIAN_FRONTEND=noninteractive
sudo -E apt-get update
sudo -E apt-get install -y ubuntu-desktop
sudo add-apt-repository ppa:freenx-team
sudo apt-get update
sudo aptitude install -y freenx
wget https://bugs.launchpad.net/freenx-server/+bug/576359/+attachment/1378450/+files/nxsetup.tar.gz
tar -xvf nxsetup.tar.gz
sudo cp nxsetup /usr/lib/nx/nxsetup
sudo /usr/lib/nx/nxsetup --install
Say No to password
sudo vi /etc/ssh/sshd_config and set PasswordAuthentication to yes
sudo /etc/init.d/ssh restart
sudo passwd ubuntu
download and Install the setup NX client on the respective OS from here
Note: if you get error like
gpg: requesting key D018A4CE from hkp server keyserver.ubuntu.com
gpgkeys: HTTP fetch error 7: couldn't connect to host
gpg: no valid OpenPGP data found.
gpg: Total number processed: 0
then exeucte this command
gpg --ignore-time-conflict --no-options --no-default-keyring --secret-keyring /etc/apt/secring.gpg --trustdb-name /etc/apt/trustdb.gpg --keyring /etc/apt/trusted.gpg --primary-keyring /etc/apt/trusted.gpg --keyserver hkp://keyserver.ubuntu.com:80 --recv F3A662B57D580D3A2E98E5152A8E3034D018A4CE | sudo apt-key add