I've played once with such a thing. Coded UI does not support RDP. There's no known way I've heard that you can just record actions inside of remote desktop.
If you really need to do something with Remote Desktop, you may try using OpenCv Library to visually identify screen coordinates of your controls. I've done it once. The algorithm is:
- make a screenshot of UI control you want to click on;
- save it inside your Coded UI project;
- pass the image to the OpenCV library when the control is present on screen;
- OpenCV returns you coordinates' rectangle of the control;
- Perform
Mouse.Click(); inside the rectangle.
If you are ready to go with such a solution and need more information, please let me know...