To use the “connect to a Remote Computer” feature in RDS 2012 you would need to add the RD gateway address to the settings on the web access server.
To do this you would need to open up IIS in the RDweb Server.
Expand the default Website
Select “Pages”
Select “Application Settings”
Then open up the “DefaultTSGateway”
Enter the external address (FQDN) of the RD Gateway in the Value Field.
Select Application Settings
Enter the external RD Gateway FQDN.
You will now be able to remote to devices using the Web interface.
Ryan Mangan's IT Blog 
Thanks, Ryan!
Your articles about RDS 2012 is really helpfull for me, because we are deploying it now.
Can you give me advice about how can I customize login\password prompt on my RD Web Access server that it will append default domain. So, the user will write Username and Password instead of Domain\Username and Password or Username@Domain and Password?
Is there are GUI-way to change it? Without editing IIS files?
Hi,
Thanks for your feedback.
You would need to change this by editing the web pages.
Best Regards,
Hi, yes there is and I will be publishing a post on this shortly.
Best regards,
Dear Ryan,
I’m trying to deploy this solution but that parameter is ignored. I noticed that my configuration takes that parameter from the Connection Broker HA Database instead of the Web Access IIS.
Hope I have been clear. Otherwise I will explain better!
Any ideas?
Thanks,
Andrea Onesti
Dear Ryan,
sorry but I am wrong. My problem is different. Connect to Remote PC is working perfectly and it is taking the correct configuration from IIS. My case is referred to the Remote App that take the parameter from the Connection Broker Database and not from IIS but probably is the correct behavior.
Thanks and my best regards,
Andrea