No. You don't have permissions to connect to domain controllers for the managed domain using Remote Desktop. Members of the AAD DC Administrators group can administer the managed domain using AD administration tools such as the Active Directory Administration Center (ADAC) or AD PowerShell. These tools are installed using the Remote Server Administration Tools feature on a Windows server joined to the managed domain. For more information, see Create a management VM to configure and administer an Azure AD Domain Services managed domain.