You have to purchase a license for however many machines you want to connect to that server. This is on the server side and has nothing to do with the clients really.
I don't know if it works exactly like this for windows servers, but I know there are a lot of companies that will, for instance, to save money buy limited amount of licenses for a VPN. Usually this is fine because not everyone will want to be connected via the VPN at once. But say they have 10 licenses, if an 11th user tries to logon the VPN they will not be able to.
This is also the reason why you will often see tons of warning to log off properly instead of just closing the VPN or other licensed program. Often if you don't it will still show you as logged in and will not release the license for the next person to use until it times out.
There are others more familiar with windows servers that can explain the details much better than I can.
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