To access Azure based virtual machines we need to utilize a jump server.  Please use the site list below.

https://rdweb.wvd.microsoft.com/arm/webclient/index.html

1. Select your account or click on "Use another Account" and then enter your credentials. 

2.  Once logged in click on BGRSJumpServer Production.

3. Enter your admin account ID and password to login to the server.

4. Once on the Jump servers desktop launch Remote Desktop Connection and enter the server name which you wish to connect to.