N.B: If you have firewall, You must add the port into firewall before change.
Follow this easy step to change Windows RDP port:
Step 1: Open up Registry Editor by running regedit.
Step 2: Then navigate to HKEY_LOCAL_MACHINE, SYSTEM >> CurrentControlSet >> Control >> Terminal Server >> WinStations and RDP-Tcp.
Step 3: Right click on the PortNumber dword and select Modify.
Step 4: Change the base to Decimal and enter a new port between 1025 and 65535 that is not already in use.
Restart your Computer/Server.