Create a desktop session from Amazon Linux 2 to a windows machine

I need to create a desktop session (using commandline only) from an AL2 linux server to a windows machine. I am trying to use xfreerdp and rdesktop. I have installed them on my AL2 server. I have installed X11. When I run any desktop client (rdesktop) i get this error :

rdesktop IP_WINDOWS_MACHINE
Autoselected keyboard map en-us
No protocol specified
ERROR: Failed to open display: :0.0

I have tried setting up the the DESKTOP environment variable to :0, :0.0, localhost:0, localhost:0.0 but nothing seems to work. Is there something I am missing in the setup? Is there a better way to do it?

I have also tried xhost + which doesn't seem to work with the same error message.