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Tested with VM running on Azure

sudo apt-get update
sudo apt-get install ubuntu-desktop
sudo apt-get install xrdp
sudo /etc/init.d/xrdp start

MAY NOT BE NEEDED:
echo gnome-session –session=Ubuntu-2d>~/.xsession

Or use Xfce desktop:

sudo add-apt-repository ppa:xubuntu-dev/xfce-4.10
sudo apt-get update
sudo apt-get install xfce4
echo xfce4-session>~/.xsession
sudo service xrdp restart