@Sharan509 : Please review the troubleshooting section and leverage the diagnostics feature to review logs on the admin side. Depending if you are on Fall or Spring release the way how to leverage data is slightly different: https://docs.microsoft.com/en-us/azure/virtual-desktop/
Please ensure you have tried one of our other clients to connect to your environment to rule out any set-up issues. If you are still stuck recommend to contact Microsoft Support where an engineer will debug the issue.
