How to run Silk scripts on Virtual Machines while the Host machine screen is locked

I deployed a Virtual machine(VM) using Hyper-V on my PC.

Now when I started the scripts on my VM and then lock my physical machine screen. All the scripts on the VM will fail.

The scripts are created using C# in Visual Studio 2015.

Is it possible to run Silk4Net scripts on my VM while the physical machine screen is locked? (VM is NOT locked)