How to add "desktops" connections ?

Hi,

I have setup successfully RDS with Gateway/RemoteApp.

When I add the gateway feeds to windows 7 (screen bellow), I can see the RemoteApp counter change to 10, but I wonder how to add Desktop Connections and what are they. This number is now shown to 0, I couldn't find any documentation on msdn or on the web, as it's almost impossible to find something related to this (keywords too close to each others).

What is the purpose of this "desktops" ? are they just .rdp files ? How/where to add them ?

Thanks for the help