Like all OS components and software from Microsoft that you want to manage with PowerShell, you need to import the proper module. To get a list of all available modules, open a PowerShell session.
Type Get-module –ListAvailable and press Enter.
Since the installed server roles, features and software determine the returned list, your list will be different then mine. To ensure that I am able to import the module that I need, make sure the role, feature, or software is installed. Once it is installed, you can import the appropriate module.
This will import the cmdlets associate with the role service of Remote Desktop Session Host. As you add additional role services, additional cmdlets will be available to you.