If you simply connect with the windows Dude program to a RouterOS Dude installation remotely, that's fine.
But you could have a local server, with local devices on it, and then use the RouterOS Dude install as agent, to monitor devices that are not directly reachable from your local server.
| ------------ windows dude local server map -------- | ~~~~~~~~~~~~~~~ | -------- Dude server on RouterOS map -------- |
[device] [device] [remote device via agent] [remote device]
So you can have one map in the local server, that contains all kinds of devices, that are only available via remote agents. You would not need to reconnect to remote servers, you would have them all in one map.