The new build offers tight integration with Windows, with support for RDP and Enhanced Sessions, resulting in a very smooth experience.
The other way, used automatically with modern Windows VMs, is "Enhanced Session Mode." In an Enhanced Session, the virtual machine transmits a variation of RDP (Remote Desktop Protocol, Microsoft's protocol for Windows' Remote Desktop features) directly to the hypervisor, which then delivers it to the Hyper-V client. Enhanced Sessions have a number of advantages: you can resize the client window, and the VM is notified of the change of resolution; you can copy and paste between the virtual machine and the host; there's automatic sharing of folders between guest and host; and the mouse doesn't get trapped inside the client window.Do note that Hyper-V is not available in the Home Edition of Windows 10, you need the Pro or Enterprise release.
Via: ARS Technica