Although you can do things like set clockspeeds remotely, hardware monitoring (like reading temperatures) isn't allowed over remote connection with windows remote desktop connection. Getting temperatures will require scripts/other programs on the machine in question to upload their readings online to somewhere where you can access it. Otherwise you'll need to remote connect with a program that has priviledges on remote connection.
You are correct SIR!...to a degree (pun intended). I used to use RDP to monitor my rigs temps. then quickly found out that RDP does something that prevents me from monitoring my temps and changing my OC settings. (glitches my cards, that's the only word I can think of)
That is why I switched to Teamviewer, which allows me to log me in to my rig and it doesn't glitch my system. It still allows me to do all the stuff I want to do that RDP didn't allow.
I use the Afterburner app the monitor temps and change OC also.