You may sometime have the need to RDP to a Citrix VDI session. I recently needed to do this to test access to a single VDI guest rather than having to setup another different delivery group. By default its not possible to do this but the following process should get you going. This is only advised for test purposes only or any other temporary reason why you may want to circumvent the Citrix broker access.
Create a global security group in Active Directory Users and Computers, add the users that you want to have RDP access to the VDA.
Add the newly created security group to the Direct Access Users local group on the VDA.
RDP to the VDA using an account that is part of the security group.
That should do it!