If you are using a Windows OS (Vista, Windows 7, Windows 8), the remote desktop connection client is already included in Windows and doesn’t need to be installed. It may be located in start -> programs -> accessories folder if you don’t see it on your desktop or list of programs.
If you have a Mac using Mac OS X (OS X 10.7 or later, 64-bit processor), you can download Microsoft’s Remote Desktop Connection client from the itunes mac store here https://itunes.apple.com/us/app/microsoft-remote-desktop/id715768417
If you have a Mac with version of Mac OS X prior to v10.7, you can see the link below for the Remote Desktop Connection Client for Mac 2.1.1 to see if its compatible. http://www.microsoft.com/en-us/download/details.aspx?id=18140
For iphone/ipad, see itunes app store here: https://itunes.apple.com/us/app/microsoft-remote-desktop/id714464092?mt=8
See “Getting Started with Remote Desktop Client on iOS” link here for additional information such as touch gestures, etc. https://technet.microsoft.com/en-us/library/dn473013.aspx
Below is a FAQ on the Microsoft technet website: “Remote Desktop Client on Mac: FAQ” that may be useful to review. http://technet.microsoft.com/en-us/library/dn473006.aspx