You must have the name of the machine you want to connect to.
You must install Microsoft Remote Desktop from the app store.
Launch the Microsoft Remote Desktop app
Click the Settings gear, and select Preferences...
From the Preferences window, click the Gateways tab
On the Gateways tab, click +
For Gateway name enter rdp.umsl.edu, click the drop-down arrows, and click Add User Account...
Enter User name as SSOID@umsystem.edu, with your SSO password. The Friendly name is optional. Click Add.
Click Add
Close Preferences by clicking the red Close button.
Click Add PC
Enter the PC name, select the User account and Gateway you created, then click Add
Follow any prompts you may receive. If prompted to Verify Certificate, review the host name and click Trust then Continue.