Start > Programs > Accessories > Remote Desktop. Suggest you either make a desktop or quick launch shortcut.
To connect to the server, assuming the proper DNS record exists all you need to do is type the host name of the server. If it's called yourofficefs, type in yourofficefs and hit connect. It will open a remote desktop window asking for the username and password you were given.
Additional questions can be sent my way via PM. If necessary I work on a contractual basis to resolve many such instances as these remotely, up to and including reconfiguration of Linux and CISCO hardware and software firewalls, Windows/Linux DNS and DHCP configurations, and Exchange 2003/2007. I'll happily answer any questions you may have, though I cannot guarantee immediate replies at all times during the day.
-Saga