I have followed this article - https://learn.microsoft.com/en-us/azure/cloud-services-extended-support/enable-rdp to be able to RDP into Azure cloud service (Extended support).
But I receive below error:
Please suggest what to do to make RDP work?
You need to add NSG that allow traffic on ports 3389 and 20000
Remote Desktop uses port 3389
Cloud Service instances are load balanced, so you can't directly control which instance to connect to. The RemoteForwarder and RemoteAccess agents manage Remote Desktop Protocol (RDP) traffic and allow the client to send an RDP cookie and specify an individual instance to connect to.
The RemoteForwarder and RemoteAccess agents require port 20000 to be open, which might be blocked if you have an NSG
Assign Subnet to the NSG
Then you add the NSG Inbound rules
Add NSG Inbound rules
In the search box at the top of the portal, enter Network security group and select Network security groups in the search results.
Select the name of your network security group.
Click Add, and allow Azure Load Balancer
Once you do that, check again if you are now able to connect to the RDP