You can use about any distro of Linux for all of those services, there are very few that have them installed by default. You'll have to look at the separate processes/services and install them. One distro comes in mind: Calculate Linux Directory Server, which is a Gentoo based distro (not one of the easiest if you're new to Linux) that comes with the things you need to replace a Windows domain controller (Features
For proxy server you can look into Squid
Printing can be done using Samba
SSH is installable (if not already) on any Linux. VNC is not advised since it's considered pretty insecure.
Step by step installation and configuration guides can be found on the internet using Google for all of the applications mentioned above. You'll not find someone here on LQ that will provide that. Also have a look at the Tutorial section
here on LQ.
When you are performing an installation and you encounter problems or errors, that's when you turn to LinuxQuestions for help and answers.