Implement Single Sign On with RDS Web Client HTML 5

Hi everyone, 

I have deployed a new RDS on Windows Server 2019. 1 server with connection broker, gateway, web server and licensing role installed. I have recently deployed the new RDS HTML5 web client for a client. However, it is unable to implement SSO like with the old web access (windows auth in IIS).

After researching, I realize that the new RDS web client (HTML5) doesn't support SSO. So, I'm going to integrate RDS with Azure AD Application Proxy on following article: https://docs.microsoft.com/en-us/azure/active-directory/app-proxy/application-proxy-integrate-with-remote-desktop-services

Then enable SSO on Azure AD Application Proxy.

Questions: Is it the solution to implement SSO for the web client ?

Thanks in advance for your precious.