First install an rdp client like
rdesktop
Then configure this to autostart in your desktop.
If you want no desktop (that gives you the option of starting many rdp clients plus other applications), then I think you still need the desktop login and configure the rdp client as a session manager.
In theory you can even skip the desktop login: you only need to start an Xorg display server and the rdp client using a command like startx.
I am lacking practical experience...