ERROR
"The remote computer disconnected the session because of an error in the licensing protocol"

I have an XP machine that have that error and I cannot make it connect to that server using RDP not using url....I can connecto to other servers but not to this particular one....Any thougths?

How do I find which server is running the licensing service, and how do I open the licensing manager?

Which OS is your Terminal Server running? I'm going to assume that it runs Windows 2003.
You can find the TS Licensing Server in Start - Administrative tools - Terminal Services configuration - Server settings.
Then log on to the Licensing Server and run Administrative tools - Terminal Services Licensing manager.

But it is unlikely that this error is caused by the TS Licensing Server itself. The most likely cause is that the TS cannot locate a Licensing Server, but it can also be a problem on the client.
Start by checking the EventLog on the Terminal Server for any errors or warnings that have to do with licensing.