Yes, we need to install FSLogix App on every session host, even though you have file server which is only act as a container for fslogix user profiles.
The location normally will be configured through registry editor:
:
VHDLocations:
A list of file system locations to search for the user's profile VHD(X) file. If one isn't found, one will be created in the first listed location. If the VHD path doesn't exist, it will be created before it checks if a VHD(X) exists in the path. These values can contain variables that will be resolved. Supported variables are %username%, %userdomain%, %sid%, %osmajor%, %osminor%, %osbuild%, %osservicepack%, %profileversion%, and any environment variable available at time of use. When specified as a REG_SZ value, multiple locations can be separated with a semi-colon.
Best Regards
Karlie
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