You know that the server is running, but your RDP connection request is denied.
This might be due to the introduction of the IP access check introduced not so long ago and on production environment servers. To get around this you need to add your IP address to the white list for the environment.
To do this click Maintain and Enable access:
Select Enable access:
Click + to add a new rule:
Fill in the form with a relevant name and the IP address to white list:
To get your IP you can ask Google or use one of the many web sites offering that service. For example www.whatsmyip.org:
As soon as your have created the new rule you’re good to go (and connect):