A Remote Desktop connection authorization policy (RD CAP) allows you to specify the users who can connect to this RD Gateway ...

A Remote Desktop connection authorization policy (RD CAP) allows you to specify the users who can connect to this RD Gateway server. A Remote Desktop resource authorization policy (RD RAP) allows you to configure a mapping between user groups and the computers that they can connect to remotely through RD Gateway. You can use this wizard to create both authorization policies. Until you create both an RD CAP and an RD RAP, users cannot connect to network resources through this RD Gateway server.