There are few great Remote Desktop clients (KRDC, Remmina) for Ubuntu, but none of them support multiple monitors. But there is an easy way to connect to Remote Desktop and use multiple monitors.
Standard installation of Ubuntu comes with this library called xfreerdp.
If its not available it can be installed using
$ sudo apt-get install freerdp-x11 (Ubuntu)
$ sudo yum install freerdp-x11 (Centos / RHEL)
After installing use the following command to connect to multiple monitors
$ xfreerdp /multimon /u: <username> /v:<remote windows machine name>
if you are okay adding password
$ xfreerdp /multimon /u:<username> /p:<password> /v:<remote windows machine name>
I have used so many remote desktop clients, so far this is the best. After using it for a while, you will even forget its a remote connection.
As it takes entire monitor for RDP there are no menus / close buttons to exit RDP screen.
To exit out of RDP and switch to Linux press CTRL + ALT + Enter, you will see options to Minimize / Close
Press CTRL + ALT + Enter again if you want to hide the options and continue working.
From Windows Start Menu > Log Off (Click Arrow) > Disconnect
Happy Remoting !!!