I've never done it, but I believe it is possible. You might well be missing
bells and whistles, and you might have to lower encryption standards--not
sure about that.
RDP is a published standard, I believe, and there are client implementations
in java, an MS-written one for the Mac, and 3rd party implementations of
various kinds. I don't know what there is that will run on Linux and not
cost $, though--but there is probably something.
Do a google search on RDP.