The Remote Desktop Services license server issues client access licenses (CALs) to users and devices when they access the RD Session Host. You can activate the license server by using the Remote Desktop Licensing Manager. This applies to: Windows Server (Semi-Annual Channel), Windows Server 2019, Windows Server 2016
The steps are described here: https://learn.microsoft.com/en-us/windows-server/remote/remote-desktop-services/rds-activate-license-server
Also, please refer to the Remote Desktop Services questions section under Virtual Machines licensing FAQ here.