How to configure Conditional Access with Session Management for Windows Virtual Desktop (WVD)
Recently I implemented Windows Virtual Desktop (WVD) for a customer. This customer has the policy that you always needs to get challenged by Multi-Factor Authentication (MFA) before you get access to a Remote Application or Desktop, except when connecting from a managed device. To achieve this with Windows Virtual Desktop, an Azure Conditional Access policy must be created with session settings (at this moment, I know there are some great improvements on the roadmap for this).