Hi,
From your description, when you created the VM you selected one of the Server Core images. These do not have windows GUI, which is why you are only seeing black screen with options when you RDP in. What you need to do is create a new VM and select one of the Windows Server images that include graphical interface.
Two examples:
- Windows Server 2019 Datacenter x64 - Gen 2
- Windows Server 2022 Datacenter x64 - Gen 2
Notice that neither one has the words "Server Core" in the name.
If the above was useful please click Accept Answer. Add a comment if you need more help.
Thanks.
-TP