Sorry but I seem to be missing your question here a bit.
What is it with the VM/VNC/RDP experience that you're wondering about?
Generally whatever computer you're on takes the responsibility of translating keyboard input for these other systems, at least that's been my experience.
Say, if I'm running Windows in a VM on a Mac, then the program I'm using to run the VM handles remapping the command key to the Windows key, and also any Mac shortcuts to their Windows equivalents. So, for example, any Mac specific shortcut that the TextBlade was sending would automatically be translated into the appropriate Windows one without WayTools needing to do anything differently.
The same works for various Linux flavors and such, at least as far as I've seen.
Is there a specific thing that you're wondering about that I can test and see how it works?
(Again, sorry if I totally missed something)