This is what is necessary to setup an Azure VM for authentication and remote desktoping through an Azure Active Directory. This is a lot more than I think we’d all like and I’m looking to see how this will be improving in the future.
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Professor Robert McMillen shows you how to log in with Remote Desktop to an Azure Virtual Machine using Azure Active Directory.
- Log in with Remote Desktop to an Azure VM using Azure Active Directory
https://www.youtube.com/watch?v=hbKNrNjQpUw&feature=youtu.be
Here is some of the support information needed to complete these steps from the video:
net localgroup "remote desktop users" /add "AzureAD\you@yourname.com"
dsregcmd /status
RDP File Changes:
enablecredsspsupport:i:0
authentication level:i:2
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Kurt Shintaku's Blog 