Audio and Video Playback

Audio and video playback allows users to redirect the remote computer audio in a remote session. It provides an improved experience for video playback in remote sessions. By default, audio and video playback is not allowed when connecting to a computer running Windows Server 2008 R2.

https://technet.microsoft.com/en-us/library/dd759165.aspx.

Audio and video playback redirection is allowed by default when connecting to a computer running Windows 7 or newer, or Windows Server 2012 R2 or newer.