The Windows Security button is a physical or virtual feature designed to enhance the security of your Windows device by initiating a secure attention sequence, similar to pressing Ctrl + Alt + Delete.
Since the combination mostly works for the main system, the user will need to use another combination that works for RDP. There is also a setting available in the RDP options for the keyboard ...
Shift with any arrow key – Select more than one item in a window or on the desktop, or select text within a document Ctrl + Shift with any arrow key – Selects blocks of text by paragraph.