A collection is a logical grouping of RDSH servers that application can be published from. Here is what the progress window looks like.
Check the box labeled Restart the destination server automatically if required then click Deploy. Change selection to Session-based desktop deployment and click Next. We are setting up application publishing. Either option will allow you to grow with your environment! If you have a large number of users you will run through the Standard deployment where the three core services run on separate servers. For my documentation I went with a single server called a Quick Start setup.
No matter which setup you pick they both can scale outward depending on user growth. If your environment is large you will want to separate these roles to spread the resources across multiple servers. Microsoft Remote Desktop Services allows users to access centralized applications and workstations in the data center remotely.