First, please check the port for the Remote API in your game server configuration file. You will find a line like this:
  <RemoteApiPort>Your remote API port here</RemoteApiPort>

1) Download SteamCMD: https://steamcdn-a.akamaihd.net/client/installer/steamcmd.zip 
2) Extract it to a folder on your computer
3) Right click on SteamCMD.exe and run as Administrator
4) You will then see a black box open and lots of text appear, please wait until it stops and just says Steam> at the bottom
5) Click next to Steam> and type the following items, pressing enter after each:

login anonymous

[ENTER]

force_install_dir se

[ENTER]

app_update 298740 verify

6) Wait until the process has completed then type: 

quit

[ENTER]


7) In the folder where you ran steamcmd.exe from you will now see a folder called se , open it.

8) Then go into the folder DedicatedServer64

9) Find and right click > Run as administrator on SpaceEngineersDedicated.exe

10) On the box that shown, select Local / Console and click Continue to server configuration

11) On the first page you see, look on left hand side near the bottom and you will see an area that says Remote API 

12) Enter the port that you have for Remote API in the SpaceEngineers-Dedicated.cfg into the port area here

13) Then click the Generate button below it 

14) Copy the Security Key. Go to your game control panel > File manager and edit SpaceEngineers-Dedicated.cfg. Scroll down until   <RemoteSecurityKey>Your key Here</RemoteSecurityKey> and paste your key.

15) Save and start the server. You may also now close the SpaceEngineersDedicated.exe tool that you opened in step 8

16) Wait until the server is fully started (Hover over Quick Actions in the control panel and will show Stop, restart and Kill options). 

17) Once confirmed fully online, go back to the DedicatedServer64 folder as described in step 7 and 8 

19) Look in here and you should see VRageRemoteClient.exe , right cick on this > Run as administrator

20) In the program that opens, you will be shown a Connect box. Enter a Name (it can be anything) in the Name box, where it says Remote URL, change localhost to the IP of your game server. (Leave http://) so it should look something like like http://11.22.33.44 , in the Port Number box, enter the Remote API port number shown in your SpaceEngineers-Dedicated.cfg, the one from step 12, paste the Security Key, created in step 13 in the Security Key box. 

21) Click save

22) Then click Connect and if done right, you will have connected remotely to the server and will be able to use the Remote API tool to its full effect. 

Please note: Remote API does not work when Torch is enabled, this is an issue with Torch, if you ask the Torch devs on the Torch discord they will confirm this. To use remote api, you will need to turn torch off.