Well had to do some googling but this is a way to do it: use Cmd-r to run a command. Just wanted to change my password on a Azure Windows 2012 server from my Macbook Air using Microsoft Remote Desktop.
Microsoft RDP on Mac OSX and Ctrl-Alt-Del. MS's RDC looks good, for the main, but neither of us can seem to get the Alt+F4 key combination used extensively in Windows to work. He has a load of Windows boxes and needs to be able to administer them from the Mac. The one thing that he has asked about that I can't seem to fathom is with Remote Desktop Connection. Using the on-screen keyboard over physical one prevents clashes with the host operating system. Most remote desktop applications come with an on-screen keyboard that allows for the input of complex keyboard commands. The best Ctrl + Alt + Del Mac remote desktop alternative is the on-screen keyboard.