RDP from the command line

Can you please tell me if it is possible to connect RDP from the command line and how to do it? This is my first time doing this, any help would be appreciated!

Yes, it is possible. MSTSC command lines are used within the Windows command line.
If you want more information, you should read this article: Guide To RDP Command-line Options (Full List) which explains it all in detail and in an easy to understand way.