Set up Ubuntu VM on Hyper-V as mentioned here:
I can connect from the Hyper-V machine fine however I would like to connect directly from Royal TSX.
How can I do this ?
you need to configure your RDP connection to connect to a Hyper-V VM instead of the host machine.
To do so, make sure you have the Hyper-V VM ID handy. You can get the ID by running:
Get-VM | ft VMName, VMId
in a PowerShell session on the host computer.
Then, back in Royal TSX, enter the host computer's IP or FQDN in the "Computer Name" field. Next, switch to the "Hyper-V" section and set the "Hyper-V Mode" to "Hyper-V host, connect to a specific instance". Then enter your "Instance ID" and make sure that "Use enhanced session mode" is enabled.
If your host machine is correctly configured to allow Hyper-V connections from remote machines this should be sufficient. On client machines Microsoft chose to not allow this by default so you will have to ensure that you take the necessary steps to enable Hyper-V management from remote machines. Here's an article that should help with that: https://blogs.msdn.microsoft.com/virtual_pc_guy/2016/02/01/changes-to-remote-management-using-hyper-v-manager/