A Microsoft desktop and app virtualization service that runs on Azure. Previously known as Windows Virtual Desktop.
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Currently, there’s no built in way to show the current virtual desktop name directly on the taskbar in Windows 10or 11 since you’ll see the name only in task view and on Windows 11 when you hover the desktops icon on the taskbar.
You can rename your desktops and give each a distinct wallpaper and the wallpaper change is per desktop which makes it obvious at a glance.
You can use Win+Ctrl+←/→ to switch quickly or Win+Tab briefly shows the names if you need to confirm.
If you want a constant indicator you can use a small tray utility or an AutoHotkey script that shows the current desktop number/name. In managed environments like Azure virtual desktop, you’d need to install it in the image or allow it per user.
Don't forget that the session hosts behave the same as regular Windows and If third party tools aren’t allowed, the wallpaper per desktop approach is the safest and can be considered as policy friendly workaround.