Linux Remote desktop

Hi all,
I am really new to Linux. I am trying to setup a remote desktop. I have Linux Fedora 4 server.
I download the packet from Real VNC. I went to My Linux machine double click and then what…… I have been looking all over the place for answer. But I am just getting more confused. Can somebody give some step by step or where I can get some solution. I do not want to give up on this
Thank you