Connecting to a Windows Server from a Mac is surprisingly easy. You do not need to install Windows on your Mac. You just need the official client from Microsoft.
Open the Mac App Store and search for "Microsoft Remote Desktop". It is a free app with a red icon using the RD logo. Download and install it.
From your hosting provider (like RockHoster or Kamatera), find your server details email. You need:
You will see a tile for your new connection. Double-click it. You might get a warning about a certificate (because it's self-signed). Click "Continue".
You are now connected! Your Mac screen will show the Windows desktop and you can control it with your mouse and keyboard just like a native PC.