If you're experiencing lag, and you think it has something to do with the connection on the cloud machine, try running a Speed Test from inside the cloud PC. There is one issue, however. Speed Test doesn't properly identify the origin IP of the cloud PC IP address, so it thinks you're in California when you might actually be in Amsterdam. You can change the location here:
You may also want to tell Steam or other stores which data center to use for downloading games. Try to find the one closest to your cloud PC.