It works, however you need a non-free special client called VNC Viewer Plus [1]. Afaik it is Windows only.
You can enable regular VNC protocol capabilities for AMT[2], but then you can't use the interesting stuff anymore.
[1] https://www.realvnc.com/en/products/viewerplus/ [2] https://blog.michael.kuron-germany.de/2011/10/using-intel-am...
//edit: link [2] added.