Remote into SF nodes via RDP

Every Node type that is defined in a cluster is set up as a separate VM Scale Set. That means the node types can be scaled up or down independently and can be made of different VM SKUs. Unlike single instance VMs, the VM Scale Set instances do not get a virtual IP address of their own, you will need to go through the load balancer in order to see the RDP port to use to connect to each Node.

The VM instance names will also be prefixed by the Node Type name (ex: Primary_0, Secondary_1), this will help identify which node you are connecting to. The RDP ports are allocated in ascending order of the VM Scale Set instance, usually starting at 3389.

Azure Service Fabric specific article, with clarifications for Node Types: https://docs.microsoft.com/en-us/azure/service-fabric/service-fabric-cluster-nodetypes#remote-connect-to-a-vm-scale-set-instance-or-a-cluster-node

Adding a few Service Fabric-specific details to Vaclav's answer:

The standard Service Fabric template defines a NAT that maps ports 3389 through 4500 to each VM's RDP port. To access the first VM in the scale set, use port 3389, the second VM, port 3390, etc. The host name is derived from the cluster's name, e.g. mycluster.eastus.cloudapp.azure.com (same address as SF Explorer).

So, for example, to access the third VM, use the following command:

mstsc /v:mycluster.eastus.cloudapp.azure.com:3391