In 4.2 support for TCP proxying was added into agent and desktop management client (and was not yet documented)
Agent should have EnableTCPProxy=yes in it's config
In management client it's done via Object Tools, there's "Setup TCP tunnel..." checkbox.
There are two macros - ${local-address} and ${local-port} which are replaced by actual local IP and port
So Local Command object tool with command
mstsc /v:${local-address}:${local-port}
should work for RDP
Agent should have EnableTCPProxy=yes in it's config
In management client it's done via Object Tools, there's "Setup TCP tunnel..." checkbox.
There are two macros - ${local-address} and ${local-port} which are replaced by actual local IP and port
So Local Command object tool with command
mstsc /v:${local-address}:${local-port}
should work for RDP