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The Program tab allows you to set up an app to start on the foreground of your connection, while the rest of the operating system is loaded in the background.
You have two options to achieve this, Start a Program, which loads the selected application without any additional features, ideal for Windows 10 users.
Or you can Execute it as a RemoteApp, for Windows Server users only. This creates an interface that lets you use more than one app instance at a time, while the rest of the server is hidden in the background.