@hassan-tek Hi Hassan, when it comes to RSAT (Remote Server Administration Tools) the key word here is 'Remote'. You can install RSAT on to your client admin PC to perform administration tasks for the server - to save you having to log onto the server itself.
For example, Active Directory. If I wanted to create a new user I would need to log on to the Domain Controller Server (perhaps through Remote Desktop) and open Active Directory to do so. With RSAT tools installed on to my client PC, I can simply open the Active Directory tool on there and create the user (it's a handy time saver!)
When installing RSAT tools, you are prompted to connect to the server you are trying to manage (normally with your domain credentials which is how it is authenticated).
Hopefully that makes sense but feel free to get back to me if you need me to clarify anything.