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Remote Desktop access to computers on-campus requires using a VPN connection. Follow the steps outlined at https://oit.duke.edu/what-we-do/services/vpn to connect your local computer to Duke's network before trying to connect to your VM.
If you are experiencing slow connections it could be a bottleneck at the VPN. An alternative way to access VMs via Remote Desktop from off campus is to tell the Remote Desktop client on your Mac/PC to use the RDS gateway. This is documented here: https://oit.duke.edu/help/articles/rds-gateway
Note that in both cases your NetID must be set up to use Duo multifactor authentication (https://oit.duke.edu/what-we-do/applications/duo)
to connect. The VPN client or RDS gateway will send you a DUO push notification to confirm your identity before you connect.