Verify that Windows Defender Firewall on the host PC is allowing traffic through Remote Desktop. To help me tailor any troubleshooting steps, tell me: What operating system are you installing this client on? Are you connecting to a work network or a home PC ? Are you encountering a specific error code ?
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Microsoft typically only maintains the most recent releases on official pages. For standard users, the most reliable path is through official stores. Microsoft Learn Windows 10 & 11 Microsoft Store from your Start menu. Verify that Windows Defender Firewall on the host