I want to connect an Amazon SQL RDS instance in RDP... But there is no credentials supplied by AWS.
No, this is not possible. RDS does not allow access to the underlying instance at all. This is part of the deal when you opt for a managed service. You give up some of the control in return for someone else taking care of the infrastructure.
If you need access to the host machine you would need to run the database on your own EC2 instance(s).