Vps do not work after closing RDP, any solution?

I hire a VPS to run a program, but I see that VPS only works when I connect it via RDP. Without RDP windows connection I could not make it work? What should I do?

You can use tmux or screen. Find it on google

Disconnect from the RDP session rather than logging off, and the session will stay running and can be reconnected to at will. The red x that closes the RDP window will normally do that. There are settings which will log out RDP sessions that are idle for too long but as long as none of those are in use, your session will keep running.

In same special cases I have used tiny TightVNC Software, it's free