Step 0
I have removed the previous desktop (Xfce 4):
aptitude remove xfce4
reboot
Step 1
aptitude install xrdp
Step 2
I have installed MATE.
apt install tasksel
apt update
tasksel install ubuntu-mate-desktop
linuxconfig.org/how-to-install-mate-desktop-on-ubuntu-18-04-bionic-beaver-linux
Step 3
echo mate-session > ~/.xsession
Step 4
I have changed the /etc/xrdp/startwm.sh file:
Step 4.1
I have removed the following lines:
test -x /etc/X11/Xsession && exec /etc/X11/Xsession
exec /bin/sh /etc/X11/Xsession
Step 4.2
I have added the following line to the end:
mate-session
Step 5
service xrdp restart
Step 6
Then I have connected to Ubuntu 18.04 desktop from using the «Remote Desktop» application in Windows 7.