Having connected to the remote server, you would normally use the keyboard and mouse to control the windowing system and applications on that remote machine.
You can view the remote desktop either as a full screen, or as a window on the local desktop. You can change between these modes using icons shown below.
Full screen mode is normally better when you are helping a remote user, because you can see all of what they can see. Window mode is most useful when you are working both remotely and locally - perhaps referring to some local documentation and then using those instructions on the remote machine.
In window mode, you can terminate the connection by closing the window, by clicking on the logout button.