First, you should be able to connect with Putty to your VPS. Without proxies, without Tor, just plain SSH shell.
Second, here is how to create port forwarding:
http://the.earth.li/~sgtatham/putty/0.6 ... forwarding
In your situation there's should be something like
127.0.0.1:9595 (any free port on localhost) -> 22.214.171.124:3389 (IP and Port of your Windows RDP).
Now open Putty connection, and without closing it try to connect to RDP using 127.0.0.1:9595
It should "forward" your connection via existing Putty SSH session, and let you see the distant VPS by accessing it with "local" IP-address.
And the third, final part. Now it's time to make Putty use Tor. Open Putty, click on "Connection -> Proxy" on the left, add type Proxy settings for Tor: Type Socks5, IP:localhost, Port 9050 (data-port, not control port).
That's it. Now Putty asks Tor to choose Tor Exit Node, Tir Exit Node connects to your VPS by SSH and creates tunnel for RDP, then Putty opens local port 9595 that is RDP port for your VPS. You use localhost:9595 to connect to distant RDP.