If you have setup a Remote Desktop Server (RDS) farm, you will know how to manage the monthly patches, but if you are managing someone else’s RDS farm you will likely be confused.
The nut of the problem is that from Server 2016 on, you can no longer directly install patches on a Remote Desktop Server Host. There is a process you need to go through. Fortunately that process is not too challenging.
Log into your Remote Desktop Server Gateway
Launch SERVER MANAGER and wait for it to completely finishing loading
Click on REMOTE DESKTOP SERVICES in the menu on the left
Click COLLECTIONS
RIGHT click on one of your RDS servers (in the HOST SERVERS section) and select DO NOT ALLOW NEW CONNECTIONS
Wait for all users to log out of that RDS host
Remote into that host USING A DOMAIN ADMIN ACCOUNT and run Window Update. If you have problems signing in using Remote Desktop (even as a Domain Admin):
use HYPER-V Manager to sign into the RDS box (as if you were at a physical console)
access the VM in admin mode by running mstsc.exe /admin
When complete go back to your RDSG Server, right click on that same server and select ALLOW NEW CONNECTION
Repeat this process for each of the servers in your RDS farm