Think of RDPs like VPSes (servers) with windows on them, they are located somewhere remote most likely in some datacenter and you can access them by using their ip and user:pass (imagine logging into windows its kinda the same deal except u use the server's ip address to connect to it). They are much better for doing stuff because you aren't doing it on ur own computer, u can't get infected and ur pretty much a lot safer when it comes to security. Proxies are similar but there's a port open on some server or computer that u can connect to which allows u to send and receive traffic through it and therefore use that to bypass some site's login timeout (ip ban) when u are cracking or doing similar stuff (sending bunch of login requests, or normal requests.) Most of the combos are database dumps from websites that are sqli injected (their database is vulnerable) and therefore people grab user:pass, email:pass and use that for cracking on other pages because people are dumb and use like one password for a lot of the sites.
that's mostly it xd