Hi @Javier ,
Thanks for contacting Microsoft Q&A platform.
Azure Virtual Desktop doesn't support Microsoft Entra guest user accounts. For example, let's say a group of guest users have Microsoft 365 E3 Per-user, Windows E3 Per-user, or WIN VDA licenses in their own company, but are guest users in a different company's Microsoft Entra ID. The other company would manage the guest users' user objects in both Microsoft Entra ID and Active Directory like local accounts.
You can't use your own licenses for the benefit of a third party. Also, Azure Virtual Desktop doesn't currently support Microsoft Account (MSA).
For more info look at the Azure Virtual Desktop FAQ.
Hope this helps you.