How is this going to work theoretically, i mean wouldn't you need to attach your controller into the computer rather than being able to do it on a VPS?
Atleast according to the official document you'll need to do that. Why won't you just install windows 10 on your computer, assuming you have a GNU/Linux distro, you could always dualboot.
However i do not think that it's going to work with VPS (if we believe microsoft ).