If you are trying to setup xrdp on GCP/AWS/Azure then there is a VM available on the marketplace with preinstalled xrdp, GUI and lot of other opensource apps. You can spinoff your instance from that vm and you are good to go with RDP and remote desktop.
https://console.cloud.google.com/marketplace/details/techlat...
https://aws.amazon.com/marketplace/pp/B084L3S2FF?qid=1583409...
https://azuremarketplace.microsoft.com/en-us/marketplace/app...