Azure Virtual Desktop External Identities

Hi. I was delighted to find out that External Identities are now supported in Azure Virtual Desktop (preview).

https://learn.microsoft.com/en-us/azure/virtual-desktop/authentication#external-identity-preview 

I have attempted to set this up and test it as per the requirements and known limitations above. However, when I sign into the Windows app with my guest account, I do not have any AVD resources available.

Are there any detailed setup instructions or is there anything not obvious that I might be missing?

Thank you!