Windows Remote Desktop Connection to Mac
It's your virtualization software that provides the RDP server, not OS X itself.

I don't know what you are using specifically, so I will frame my answer using VirtualBox as the example.  However, the principle is basically the same.

On my FreeBSD VM that I have running on my iMac (10.11.5), I have the option to turn on Remote Display as well as configure which port it connects to as well as how I authenticate to the display server.



In this case, VirtualBox uses the RDP protocol, so you can have any RDP client, whether it's Windows or OS X or even Linux connect to this particular VM.  

There is nothing that I have to do to the OS running in the VM instance to connect.  Infact, the connection will remain persistent across reboots so you can in fact issue a shutdown -r now command and watch it go through the whole process.