Hi Mark,
You want a Cloud Server running Windows. You should have RDP to a desktop, not a command line - at least that's what I get. I think maybe the sales rep was a bit confused there, or possibly they've changed things. On the up site it's easy to try because they only charge you for the time the computer is running - so if it's not what you want just "shutdown the machine".
update: I need to provision a new server anyway, so this seems like a good time to do it. You actually have a choice between Windows 2012 and Windows 2008R2. Setting the flavor to "standard" gives you pretty reasonable performance at 8c per hour. From there you can select what.
update: Yes, as expected you get a Windows GUI desktop when accessing through RDP.
Cheers
Bruce