Thin clients cannot be added in RDS session host collection. Only servers can install the RDS session host role.
But if you would like to access client remote desktop from client machine (such as from windows 10 client to access windows 10 remote desktop), you can directly run mstsc.exe or use Microsoft remote desktop client to achieve one to one (end to end) access.
Only VDI deployment can create remote desktop collection for win 10 or win 7 clients. But these clients are all VMs not physical machine.
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