For a very long time I was looking for a reliable way of connecting to Windows workstations via Remote Desktop gateway from Linux.
My search is over thanks to FreeRDP – Compilation instructions:
https://github.com/FreeRDP/FreeRDP/wiki/Compilation
then the easiest way to connect is to prepare rdp file in windows then:
xfreerdp connection.rdp /p:password
and voila …
User manual here