Connect to Windows VM from Mac? How do you connect from a Mac to a virtual machine running Windows? This VM is hosted remotely, e.g., on a public cloud or even a private vSphere environment.
Use Microsoft Remote Desktop 

Whether you are using it on a private VM environment or on a public cloud, you can use Microsoft's native Remote Desktop (RDP) app to access the Windows VM.

You just need to make sure that port 3389 (default) is open, available, and forwarded to the VM in question.