Connect to RDP & execute command from CLI

On the "Programs" tab of the "Options" in the Microsoft Remote Desktop Connection client you can specify a program to run after logon in lieu of Windows Explorer. If what you want to run will work on a %SystemRoot%\system32\cmd.exe /c (command and arguments here) then you're all set. If you need more than a single command then call a script instead.

Save the Remote Desktop client settings to a file. Pass the filename on the command line after mstsc.exe. That's your single-command solution.