Cannot connect to sleeping mac

I have no issue connecting to a mac that is "awake" but if the mac's screen goes black or the user is logged off, I cannot connect to the mac. It works fine connecting to a Windows 10 computer. It appears the mac will not accept an incoming connection request if the mac is asleep or a user is not logged in. Is it possible to make this work so I can remotely log into a mac that is asleep or has no one logged into it?