Hello pawan preet,
Thanks for your question.
If you have deleted your RDP config and all associated resources in Azure, the ability to recover them depends is if backups were enabled and the specific resources deleted.
If backups or soft delete are enabled, you can recover your deleted RDP configuration and resources. If not, it won't be possible
See: https://learn.microsoft.com/en-us/azure/backup/soft-delete-virtual-machines
You can mark it 'Accept Answer' and 'Upvote' if this helped you
Regards,
Abiola