There are certain situations where you want to deploy an RDP shortcut and you are unable to do it via copying a file from a shared storage location, for example when using Azure Active Directory Domain Services (AD DS) where you cannot copy files into SYSVOL. This guide uses native group policy to create the RDP shortcut on the fly.
Within Group policy navigate to the following path,
User Configuration > Preferences > Windows Settings > Shortcuts (Create a new shortcut)
Name: Something logical
Target Type: File System Object
Location: Desktop
Target Path: C:\Windows\System32\mstsc.exe
Arguments: /v:servername:port
Remove the :port if using the default port
Start In: C:\Windows\System32\
Icon File Path: %windir%\system32\mstsc.exe
When completed it should look similar to the following,
Test by applying the group policy to an OU then login as a user that is within that OU