You will need to procure RDS Client Access Licenses from a Microsoft Partner or Microsoft Reseller. These are special licenses as they need to have software assurance attached to them since they are CALs for a VM running on Azure. This is a Microsoft requirement that you cannot get around. You can buy these in one year, two year, or three year options.
refer below url's
Setup simultaneous Remote login for multiple users
Deploy your Remote Desktop environment
License your RDS deployment with client access licenses (CALs)
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