Make sure that you activate the Remote Desktop License on the server. (more details here: https://technet.microsoft.com/en-us/library/cc771547(v=ws.11).aspx)
**Note:** To check if this license is enabled go to: Server manangement and see if the remote desktop services role is installed
Local users should be in the remote desktop group (or in admin group). Domain users can be also added to the remote desktop group on the machine (or pushed using a group policy object)
Note: If the RDP license is not activated or the users (robot users) are not in the right groups you will get errors when you start the job like: A specified logon session does not exist. It may already have been terminated
Note: If you have RDP license only for 3 users and you try to start 4 robots, you will get the following error: Executor start process failed, reason System.UnauthorizedAccessException: Access is denied.
Check C:\ProgramData\UiPath\UiPath.Settings and make sure that you have the following setting: “LoginToConsole”: false. If LoginToConsole is set to true an error occurs when you start the job from orchestrator: “The requested resource is in use”
Note: When you change this settings a service (UiRobotSvc) restart is required
Before starting the robots from Orchestrator make sure that all the users profile are created and you can connect with them using mstsc.
More details cand be found in our Orchestrator User Guide for 2016.2 (Appendix 1 - Setting Up Windows Server for High-Density Robots).
Here is a video recorded by @Ovidiu_Bestea on how to configure a High Density robot https://drive.google.com/a/uipath.com/file/d/0B6dWJkHGd6gNNnFXUFNFTUNkZXc/view?usp=sharing