Download the xfce4 installer with the following command:
XFCE Link: wget https://kali.sh/xfce4.sh
Run the installer and go through the installation process.
Once the installation is complete, we need to start the xrdp server:
sudo /etc/init.d/xrdp start
Launch the remote desktop connection utility on Windows and use the localhost IP (127.0.0.1) with the port 3390.