After downloading the .rdp file you can put it on the desktop so that it will be easy to startup the Remote Desktop Client. You do have to download from the Apple store the Microsoft Remote Desktop before you can double click the .rdp icon.

After double clicking, for the first time, you get a vanilla configuration and you do have to import the .rdp file to allow setting up a connection:

Find the file with the file browser and open/import it, the result will be shown in the Microsoft Remote Desktop application like this:

To open the connection to the RDS service systems, click on the just installed 'Tile' and provide your PHYSICS or STERREWACHT login credentials:

Now you are connected to a Remote Desktop Server and will have to finalize authentication with the DUO 2FA.