You may want to connect to your Raspberry Pi from your windows machine, but basically Raspberry Pi OS does not support that.
Following is a guide how to enable Remote Desktop Connection from your windows PC.
The installation is super easy. Just run below command on your Raspberry Pi.
sudo apt-get install xrdp
If you want to customize the configuration on xrdp, please check below two configuration files.
Configuration File 1)
sudo vi /etc/xrdp/xrdp.ini
Configuration File 2)
sudo vi /etc/xrdp/sesman.ini
If everything is okay, please restart your raspberry pi to test it.