I've never used Azure so I'm not sure what it entails. Basically a VPS is just an instance of an OS running on the same hardware as other operating system instances. Since the server is not anywhere near you, you will need to remote in with Windows Remote Desktop. To do this you will need 1) an IP address, 2) a username, and 3) a password from your VPS host. Once you remote in you can install applications as your normally would on your computer. Instead of port forwarding through your router all you need to do is allow Blockland.exe through Windows Firewall.
Awesome, thank you for the explanation. Now do i need MY IP address or the VPS's IP Address? Also how do i get a Username and password? Is that something i set up through the VPS?
Well i got vulture instead, i understand it way better, i got a server set up, i cant login however. The console log wont let me put in my password, it will take my username just not my password, i wont let me type it in.