Most motherboards have at bare minimum an integrated GPU or is its an APU system ( CPU/GPU in a single processor chip ). You would need to likely have a monitor connected to the system you plan to RDP into during the build process of the OS and configuration.
If the intent is to try to save electricity, leaving the system with the integrated GPU enabled wont waste much electricity.
However the unknown is if you have the display driver disabled, I am not sure if RDP would be affected or not by this. *Part of me thinks that RDP may have a dependency on a video driver and GPU present because the native screen resolution is passed over the connection to the system that connects to it. So you can try disabling the driver for the GPU and see if RDP works, however if it doesn't you will have to perform a repair installation or bring it up in safe mode to get the display working again if it allows disabling of the display altogether and you want the display back because RDP is a failure and your aborting the non-GPU configuration.