Block Inbound Connection for RDP in Windows Server

1 – Search for Windows Firewall, and click to open it.
2 – On the left, click Advanced Settings.
3 – From the left pane of the resulting window, click Inbound Rules.
4 – In the right pane, locate the following rules:

Remote Desktop - Shadow (TCP-In)
Remote Desktop - User Mode (TCP-In)
Remote Desktop - User Mode (UDP-In)

5 – Right-click each rule and choose Disable Rule.

References
https://kb.iu.edu/d/amyp