Can RDP clients launch remote applications and not desktops

"alternate shell" doesn't seem to work anymore in recent versions of Windows, RemoteApp is the way to go.

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:

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

This is quite easily achievable.

1. We need to allow any unlisted programs to start from RDP.
   1.1 Save the script below on your desktop, the extension must end with .reg.
   

Windows Registry Editor Version 5.00

    [HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Terminal Server\TSAppAllowList]
    "fDisabledAllowList"=dword:00000001

       1.2 Right click on the file and click Merge, Yes, Ok.

2. Modifying our .rdp file.
   2.1 At the end of our file, add the following code:
   

remoteapplicationmode:i:1
remoteapplicationname:s:This will be the optional description of the app
remoteapplicationprogram:s:Relative or absolute path to the app
                           (Example: taskmgr or C:\Windows\system32\taskmgr.exe)
remoteapplicationcmdline:s:Here you'd put any optional application parameters

remoteapplicationmode:i:1
remoteapplicationname:s:
remoteapplicationprogram:s:mspaint
remoteapplicationcmdline:s:

        2.2 Enter your username and password and connect.

    3. Now you can use your RemoteApp without any issues as if it was running on your local machine

I think Citrix does that kind of thing. Though I'm not sure on specifics as I've only used it a couple of times. I think the one I used was called XenApp but I'm not sure if thats what you're after.

Google for RemoteApp and only Windows Server 2016+ provides that. There is also a hack tool named "RemoteApp Tool" to enable RemoteApp support in Windows Pro editions/