Ubuntu, RPD, LXDE - copy / paste does not work

I have created an Ubuntu instance at AWS, and afterwards installed the GUI module LXDE - and it all works fine.

But when i try to copy and paste it doesn't work from Windows(10) to Ubuntu (latest version at AWS) with LXDE (GUI) module installed over RDP... after i copied a file in windows... and i go to the menu in LXDE it says "Paste" - But nothing really happens when i use it, nor does the key CTRL+V work...?

How do i solve this?

The exact version: Ubuntu Server 14.04 LTS (HVM), SSD Volume Type