install

sudo apt-get install -y kali-desktop-xfce xorgxrdp xrdp

run

sudo systemctl enable xrdp --now

check

sudo service xrdp status

add user

sudo useradd -m <UserName>
sudo chsh -s /bin/zsh <UserName>
sudo passwd <UserName>
sudo echo "<UserName>    ALL=(ALL) NOPASSWD:ALL" >> /etc/sudoers

connect: RDP man (or just use native windows RDP client)