Yes, you can use SSO with the Remote Desktop feature. You don't need to add my admin credentials every time of log in.
Here are the few steps you have to follow for enabling single sign-on for Remote desktop connections. To do so, you will have to configure delegation for your credentials to be used on specific servers. You can configure this delegation using either a local computer policy or a Group Policy.
1. Open the Group Policy Object (GPO). Now, you have to enable this setting.
2. Navigate to Computer Administrative Templates/Configuration/System/Credential Delegation.
3. Double-click and Allow Delegating Default Credentials.
4. Select Enabled and click the Show button from there.
5. In the Add servers list text box, which the following screenshot shows, enter the server name in the form of TERMSRV/server name. If you use both names, you need an entry for both the fully qualified domain name (FQDN) and the NetBIOS name. If you want to enable all Terminal Services in the domain, you can use *.domain, e.g., *.accuweb.net.
Likewise, to allow connection to a specific Terminal Services server, simply enter TERMSRV/*. Then, click Add to add an entry. Thus when accomplished, click Ok to save.
6. Click OK to go back to the main policy.
7. Refresh the policy, and the change will immediately come into effect.
I hope this information will help you to overcome your issue.