Sometimes it´s needed to configure connection to Session Hosts collection with out using RDWeb site. It´s quite easy to configure and I will show simply steps how to do it
First of all, install Chrome or another web browser so you are able to download .rdp file from RDWebsite. Download file and open it for example with notepad.
Find the line “loadbalanceinfo:s:tsv://MS Terminal Services Plugin.1.YourCollection”
Login to Remote Desktop Connection Broker server and open regedit. Browse to following: HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Terminal Server\ClusterSettings
That´s it. Now you are able to connect via mstsc to your Session hosts.
Remember if you need to connect directly to RDCB server, use /admin option.