Once the roles are done installing, open Server Manager once more and go back to Remote Desktop Services in the left tree. If you need a visual guide, you can take a look here. Check Restart the destination server automatically if required if you want to or restart your server yourself. Review Roles and Services, Next > Specify RD Connection Broker server and add your RDS server to the Pool, Next > Specify RD Web Access server and add your RDS server to the Pool and Check Install the RD Web Access role on the RD Connection Broker server, Next > Specify RD Session Host server and add your RDS server to the Pool, Next > Confirm Selections, if everything looks good then proceed installing. I'm going to use Session for this example.

Click on Nexton Before you Begin > Check Remote Desktop Services Installation and Next > Select your Server under RD Connection Broker and leave Standard deployment checked, Next > Select the type of session you want to use (VM or Session) - Session: Remote users connect to the RDS server directly VM: Remote users connect to a Virtual Machine isolating the users from the server in case the server has sensitive data. Open Server Manager > Manage > Add Roles and Features.

If you have any issues with starting the Services mentioned, check Event Viewer under Windows Logs > System and post any errors that you get related to these services.

Still in Services, make sure Remote Desktop Management is running, if not, try to start it.

Still in Services, make sure Windows Internal Database is running.

Open Services and make sure Remote Desktop Gateway is running.

If it is not or you have trouble getting to this area, install/reinstall your RDS Services. To do this open your Server Manager > Remote Desktop Services (left tree) and in the Deployment Servers section, make sure you have the RD Gateway role installed and setup under Deployment Overview OR go through Manage > Remove Roles and Features and see if the RD Gateway role is checked.

Make sure that the RD Gateway role is installed on your RDS server.

Remote desktop management