I have got a big trouble. First windows and Ubuntu are in different computers in my case. I did this installation with xrdp. I did connect by Windows. It worked. Some things didn't act as I expected, like when on Windows remote I ask to launch a terminal, it opened in my Ubuntu session and not in my Windows remote. So I closed the session on Ubuntu, and tried again to launch a terminal on Windows remote. It was unsuccessful. So I opened my Ubuntu session just to see if the terminal appeard on here again. And here it started to totally bug. The screen changed configuration, as if it was on a smaller screen, the wallpaper was widen. And the keyboard and mouse didn't not work anymore. I did a reboot it did not worked. Actually I can access the Bios, so I do not have a issue with my devices theirselves. That's clearly with Ubuntu it does not work, and I cannot open my session anymore because keyboard and mouse are inactive.
Notes: I still can access with Windows remote. It clearly shows the peripherals like my external hard disk are not available, which is weird. Well, I can access to some things if needed to find a solution. I have access to the files system for instance. But not to terminal.