Because your Hyper-V guest is non-Microsoft it won't have RDP capability out-of-the-box, thus why you can't just "RDP" to it.
If you require to use Microsoft's RDP protocol then you will need to install an RDP server on the guest OS.
Although my source is for Azure it rings true for any Hyper-V (and other VM products too) guest.
The source above is suggesting [for Linux at least] to install
xrdp which is an open-source RDP server that should allow you to use Windows built-in RDP client (mstsc.exe) to connect to your guest OS. A simple Google for
xrdp centos shows a few articles of people who have installed it:
To add and complete my answer in respect to your final question: You will need to connect to the IP or hostname of the guest OS itself. If you do
ifconfig on your CentOS terminal then you will see the IP address for your
ethx (probably eth0) which you should recognise as your chosen subnet (192.168.x.x, 10.x.x.x etc.).