@Mohsen Akhavan Thanks for posting in Q&A. Currently, the supported operating systems with Intune is listed in the following link. And for windows, only windows client like Windows 10 or Windows 11 support, Windows server is not in the support list.
https://learn.microsoft.com/en-us/mem/intune/fundamentals/supported-devices-browsers
For Azure machine, it supports Azure Virtual Machine single session and multi session, Windows 10/11 Cloud PCs on Windows 365. But it has limitation.
https://learn.microsoft.com/en-us/mem/intune/fundamentals/windows-10-virtual-machines
For the status unknow, please ensure we have configured Microsoft Defender for Endpoint in Intune and ensure the connection between them is active.
https://learn.microsoft.com/en-us/mem/intune/protect/advanced-threat-protection-configure
For the affected app, you can check if the app can be deployed via Intune, then do the update via Intune side or it may update automatically for some app type.
https://learn.microsoft.com/en-us/mem/intune/apps/apps-add
Also, there's a new feature named Enterprise App Catalog app we can use to deploy third party software. You can also check if your app is in the supported app list. But as a reminder it needs additional Microsoft Intune Suite license.
https://learn.microsoft.com/en-us/mem/intune/apps/apps-add-enterprise-app
Hope the above information can help.
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