Устанавливаем роль RDS+CB+WA пошем

Import-module ServerManager -verbose
Get-WindowsFeature -Name *RDS*
Add-WindowsFeature -Name RDS-RD-Server,RDS-Web-Access,RDS-Connection-Broker -IncludeAllSubFeature -WhatIf
New-SessionDeployment -ConnectionBroker "servername.domain" -WebAccessServer "servername.domain" -SessionHost "servername.domain"