https://stackoverflow.com/a/50759333

add the following to an .rdp file

client.rdp

remoteapplicationmode:i:1
remoteapplicationname:s:Purpose of the app shown to user...
remoteapplicationprogram:s:C:\...\some.exe
remoteapplicationcmdline:s:

To get this to work under e.g. Windows 10 Professional, one needs to enable some policy (on the remote server):

server.reg

[HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Windows NT\Terminal Services]
"fAllowUnlistedRemotePrograms"=dword:00000001