Security warning when opening remote desktop connection

When you open an RDP session in Remote Desktop Manager for the first time, Windows may display a security warning before the connection starts. This warning indicates that the session will connect to another computer and that remote access may expose your PC and data to security risks.

You are opening an RDP file which will establish a connection to another computer. Connecting to any remote system can expose your PC and data to security risks.

See Microsoft documentation for more information about this warning.