Hello @Dasharath Kengale
You may refer to this article: Integrate RDG with Azure AD MFA NPS extension - Microsoft Entra | Microsoft Learn , it is a tutorial on how to integrate your Remote Desktop Gateway infrastructure with Azure AD Multi-Factor Authentication (MFA) using the Network Policy Server (NPS) extension.
This solution provides two-step verification for adding a second layer of security to user sign-ins and transactions.
Additionally, if you encounter any specific issues or need further assistance while following the instructions, you can visit the Microsoft Azure Active Directory forumsto ask questions and get help from the community and Microsoft support engineers.
Warm regards
Karlie Weng