Meanwhile, I'm still dealing with random scaling bugs from connecting external monitors with lower pixel density to my high pixel density Surface Pro devices. Only thing that really "fixes" it is setting a custom scaling factor of 100% and reducing the Surface's resolution to make it still readable. (Then I end up with black bars along the edges, as the lower resolution options aren't the same 3:2 aspect ratio as the native resolution...)
This has been a many-years struggle and I wish Windows would get this right first. Never had the same kind of problems with macOS.
Are you cloning the display? That'll require scaling of some type.
If you want to only use the external display that should work fine, if you "close" the Surface it should be smart enough to not go to sleep and instead to just route everything to the external screen.
If you are extending, then Windows 10 has supported monitors with different DPI scaling factors for awhile as well. The option isn't that apparent. Right click desktop, display settings, you can select a monitor and set the DPI scaling on that particular display.
If you are cloning the Surface's display to an external, then yeah, you'll have a hard time about it. High DPI + different aspect ratio.
It's extending while still using the Surface screen, and it does automatically get the DPI correct. Used to have issues with specific programs, some bits comically large and some comically small. That seems to have stopped, but the latest bug I've been dealing with involves a white bar along the top of one of the external monitors (always the left one, oddly) about an inch thick that renders that part of the screen unusual. Custom DPI of 100% for all monitors is the only thing that makes that stop. Seen it for two or three users out of ~35 so far.
I'll say that the scaling problems have overall improved and most of the time it works. But it still breaks randomly and often enough that I notice.
Wait, I do this all the time with my Surface Pro 3. It just kinda works, in Windows 8.1 and Windows 10. My settings are 'extend these displays', scaling 175% on the Surface and 100% on the regular monitor.
RDP is a bit trickier if you're connecting to an old-ish server but I found a way round that too.
Strangely enough I have no issues doing this with Windows 10, but always have issues with my MBP! Occasionally it even crashes when I plug in external monitors.
This has been a many-years struggle and I wish Windows would get this right first. Never had the same kind of problems with macOS.