I am going to go ahead and assume that you have already tried and have come back wanting?
I haven't used RDC in a while (are you using Microsoft's own Remote Desktop Connection 2? It was pretty good when I used it last), but I seem to recall that you would just right click normally.
If for any reason that doesn't work, try the following ideas;
1: Hold CTRL while clicking, this is the old fashioned method
2: Actually click the trackpad (if you are on a laptop), and don't just tap
3: Hook up a standard USB mouse
If however you are asking before you attempt, then well... I am going to go with Yes, you can right click in a remote session, based on my vague recollections.