It is an eithr/or situation. You can either remote admin one installation running on local dat file or ou can have multiple users connected to a single SQL database.
If you want to actually control the installation on the server you would have to use Terminal Services or some other remote control software to log on to the server and run CRD there. In the SQL scenario, the main installation also becomes a "client" installation. The only difference between this and normal clients is that this will have the scheduler switched on wheras normal clients don't.