Server authentication
Use the Server authentication node in the Policy Properties dialog to specify what should happen if authentication of an RD Session Host, Remote PC, or Guest VM fails.
In the If authentication fails drop-down list, select one of the following options:
Connect. The user can ignore the certificate of the server and still connect.
Warn. The user is alerted about the certificate and still has the ability to choose whether to connect or not.
Do not connect. The user is not allowed to connect.