If you are using using the embedded client, then you must use the embedded client (that is the RDP client inside microsoft's products). It should be built in to Win 2012 R2 but its not, you will need to install the client manually here R2RDS. Here is how
Windows Server 2008 R2 remote management is available in 2 different ways: standalone client, and a managed access server. The standalone windows remote desktop product is available free of charge, the managed access RDS server can be licensed for a fee. The managed access server cannot be directly used to remotely manage client hardware, but the software can be used to perform remote management tasks for end-user client machines.
I have a clean Windows Server 2012 R2 install. I am planning to install Windows Server 2012 R2 as a managed router with Windows 7 clients on it. I found it very difficult to get all needed software on it. d2c66b5586