You have specified that Remote Desktop clients be requested to send a statement of health before these clients can connect ...

You have specified that Remote Desktop clients be requested to send a statement of health before these clients can connect to network resources remotely through this RD Gateway server. To ensure that the health requirements of your organization are enforced, you must also configure Remote Desktop connection authorization policies (RD CAPs) for Network Access Protection (NAP). These policies specify the conditions to check for health requirements.