Virtualizing Windows Server 2022 and accessing it via RDP through a VPN

Got your hands on a root-server with some serious power under its hood? You've heard of people running their own Windows Servers for AD-provisioning and other things, all behind a VPN to keep things secure? You've heard terms like "kvm" or "qemu" before, but nether really bothered to look them up or to get into the topic of seeting up VMs on a headless system? Well then, you've come to the right place!