Windows Server security. Do they read my text?

Question

Information Security

I rent a Windows Server in a DC. Connecting to it via remote desktop, can the DC see what I'm sending to the server. Eg. I'm typing text, can they intercept it?
And how to protect yourself?

Answer 1

Technically they can, practically they don’t need it?

Answer 2

1) windows encrypts the connection via rdp, but this is rather weak
2) raise your openvpn / ipsec encrypted tunnel and go through it