@gracechen : Thanks for the patience here. To answer your questions...
We just announced GA on September 30th!
By default, the computer name for the VM is the same as the name you give the Azure VM resource in Azure. As far as I'm aware, you cannot change the name of the Azure VM resource, but you can change the actual VM's builtin VM name from the Control Panel (like a standard VM or desktop).
With Windows Virtual Desktop, you create and manage the VMs. We support Windows 10 Enterprise multi-session, Windows 10 Enterprise, Windows 7, and many Windows Server OS. Support primarily lies on the app developer if they support these.
You likely would have to connect separately and install them. However, you can link to your own image during VM creation, so you can do that beforehand.