Remote Desktop is often a reference to the "RDP" acronym, which means "Remote Desktop Protocol", a protocol used by Microsoft Windows systems to remotely connect to another Windows system (or even other OS now). There's a nice little article on Microsoft website about, I suggest you to give it a read. If there's something you don't understand in it, let me know and I'll explain it to you.A Virtual Machine is like the state name, a machine that doesn't exist physically, it only exists virtually inside a system. It's the emulation of a system inside another system. So you could for example have Windows 8.1 installed on your computer, but using a program, create a virtual machine running Windows XP in it. To put it simply, it's running an independant system (guest) inside a system (host). For more information, you can consult the Wikipedia article below.
VirtualBox is a program developped and maintenant by Oracle that allows you to create virtual machines. It's what we call an "hypervisor". A program that allows you to create and manage virtual machines. For more information, you can consult their website and their Wikipedia article.
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