Windows Intune is supported in virtual environments. It runs in virtual instances (such as XP Mode or just another client OS) on a physical desktop OS and is also supported for client OSs running in a data center virtual environment, which is common with Virtual Desktop Infrastructure environments.
Remember that you can’t run Windows Intune on any server OS, so you can’t install it on Hyper-V, nor can you use it on session-based virtualization products such as Remote Desktop Session Host (RDSH--formally known as Terminal Services). There is a scenario where Windows Intune isn’t supported in a Virtual Desktop Infrastructure(VDI) environment.I`m sharing my experience as i use Intune for monitoring my employees device. Most of them are using Apps4Rent windows virtual desktop.
I`m still seeking to get an proper documentation regarding this.
From what I have been able to gather the Windows 10 ENT Multisession does not support Intune right now. The app when you attempt to install says it doesnt support this version of windows. The Windows UI doesn't have the option to login with a work account. Enrolling at https://portal.manage.microsoft.com is having some issues. I have gotten it to appear in Intune but none of the policies I have scoped are being deployed.