Hello Zoung,
You should ask Difference between VPS and RDA.
RDP is Remote Desktop Protocol , the RDP which you usualy refer to is called RDA ( Remote Desktop Account)

So Yeah back to VPS v/s RDA

Windows VPS and RDA Both are accessed by RDP.
VPS Have dedicated Ram and CPU while RDA has shared Ram and CPU.
VPS usually have Admin access and You are free to install any Application of your own.
RDA, usually do not have admin access and You need to request App Installs if needed.