apt-get update
apt-get full-upgrade -y
apt-get install -y kali-desktop-xfce xorg xrdp
echo "[i] Configuring xrdp to listen to port 3390 (but not starting the service)"
sed -i 's/port=3389/port=3390/g' /etc/xrdp/xrdp.ini
sudo /etc/init.d/xrdp start
sudo systemctl enable xrdp

Access it from MS RDP using port 3390 (it translates to 3389 – see the line with sed to change)

from https://www.kali.org/docs/general-use/xfce-with-rdp/