Linux can either be controlled with vnc/graphic interface like RDP, but it would cut your performance by alot.

The alternative, but recommended use for a server with linux is SSH which is pure command line. Sort of like windows cmd, but has more advanced commands.

This is where you want to start is by using putty and connecting to your server via ssh and learning to install things and remove and editing via ssh.

It will be better to learn linux as its cheaper and much more powerful then windows in many ways.