configure RDP to ZTNA

Moved this Thread to the matching community. 
https://community.sophos.com/zero-trust-network-access/
You find here most of the viable information and documentation.

Do you have a IDP (Azure AD or OKTA)? 

Hi, thanks for the help. We use on-premise AD, can't you use ZTNA in this scenario?

No, because on premise AD does not support the next generation of Authentication. You should look at Azure AD for multiple reasons, as it resolves plenty of limitations/challenges from the past decades with on premise AD.

BTW: Azure AD Connect should be on your list for the future. 

BTW: Azure AD Connect should be on your list for the future.