By default, all Windows Servers come with Internet Explorer Enhanced Security enabled. This feature can protect us against malware or unintentional software downloads through Internet Explorer (hereafter IE), but it can also prevent other applications on our server from accessing certain websites because it blocks them.
There is also a minor bug: even with Internet Explorer security disabled, users who are not administrators cannot browse properly. This article applies to Windows 2016 and Windows 2012.

Check the status of IE Enhanced Security

To check the status of this feature, open Administrador del servidor. Go to Servidor local on the left and look for Configuración de seguridad mejorada de IE in that window, as shown in the following screenshot:

Change the status of IE Enhanced Security

If it is not already disabled, click Activado to open the following window and disable it:

Change IE settings for users who are not administrators

After completing the steps above, any administrator will be able to use IE without problems. Users may still experience problems even with Enhanced Security disabled. To resolve this, they will need to change the IE security settings as shown in the following screenshot.

First, clear the Habilitar Modo protegido checkbox, then lower the security slider to Medio instead of Medio-alto.

Once these changes have been made, all administrators and users who connect through Remote Desktop will be able to use IE as if it were a regular Windows PC.

Add a script at user logon

Another option is to apply this change using a script at logon. First, create a file in Windows Notepad with the following content and save it as IESecurity.bat.

@ECHO OFF
Rundll32 iesetup.dll, IEHardenLMSettings
Rundll32 iesetup.dll, IEHardenUser
Rundll32 iesetup.dll, IEHardenAdmin

Open Administrador del Servidor and, under Herramientas > Administrador de Equipos, go to Herramientas del sistema > Usuarios y grupos locales > Usuarios:

Right-click the Administrator user (or the user you use to connect) and select Propiedades. Go to the Perfil tab and add the path to the script (where you saved it):