Hello,
Depending on your device, neither the primary server nor the four VM servers involve an Active Directory/ domain environment, so I recommend purchasing four device Cals for easy management.
To install the RDS license role, you can configure the license Server on Windows Server 2019 Datacenter and the remote Desktop session host on the VM. For more details, see: Activate the Remote Desktop Services license server | Microsoft Learn
References: License your RDS deployment with client access licenses (CALs) | Microsoft Learn
I hope this helps. Please let me know if you require further assistance or have any questions.
Best regards