Hi,
If you purchase RDS 2008 CAL, it can only support windows 2008 session host server. You will need to buy new licensing to support windows 2016.
If you purchase RDS 2016 CAL, it can support both 2008 and 2016 servers. But you must ensure the licensing server managing the RDS CAL is 2016 server or above version.
Please refer to below article about RDS client access licenses.
License your RDS deployment with client access licenses (CALs)
https://learn.microsoft.com/en-us/windows-server/remote/remote-desktop-services/rds-client-access-license
Thanks,
Eleven
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