how to configure an asset to connect with a Windows application server

I'm using SPP and SPS on a virtual environment on Hyper-V, I want to create an access request policy of an RDP application session, in the security tab there is an RDP host asset, by reading SPP admin guide page no 477 it says 

that RDP host asset is an asset configured to connect with the windows application windows server. 

I've remote desktop RD licensing installed and followed several steps on the official admin guide docs with no success.

can anyone tell me how to create an RDP host asset and how to configure an asset to connect with application windows server?