How to access a database accessible only with RDP from a local machine?

Question

RDP

Connecting via VPN to a remote network.
In this network, I connect via RDP to a machine that has access to the MsSQL server (on a different IP subnet). I'm using the regular Windows Remote Desktop.
I want to do this: after connecting via VPN, directly connect to the database from the MsSQL client on my PC.
The client is VS-CODE with the SQL Server extension.
Windows-authorization for my account is configured in the database.
What will be the ideas?

Answer 1

No way.

Answer 2

Create an empty (0 bytes) file test.udl. Click on it. "Enter server name" - enter the name of your SQL Server and test the connection.