There are numerous articles on installing Kali, so I’ll skip over that. Once you have SSH access to Kali, you can set it up for RDP since some tools are designed for the GUI. Here’s the steps that I took to get RDP going in AWS.
After all that you should be good to go. One thing that I was disappointed with was the (too slow to be useful) performance of the GUI interface. I left the default max_bpp=32 value in the xrdp.ini file. Setting max_bpp=16 didn’t seem to help much either