If you want to use RemoteApps to directly open the correctly associated applications, like .docx for Word files, this can be done in Windows 8.1 or Windows 10 by entering the complete RemoteApp Connection Default URL through the GPO found at the following location:
User Configuration > Policies > Administrative Templates > Windows Components > Remote Desktop Services > RemoteApp and Desktop Connections > Specify default connection URL
This only works if your clients are in the same domain as the RDS collection, or when running RemoteApps from within RDS itself. When running in a different domain ("untrusted") the File Associations are not applied because the user credentials do not match the credentials on the server-side. Also Windows does not support deploying the default RemoteApp connections within a RDS Farm.
When you try this, event log will show you this error:
The installation of the default connection has been cancelled.
A default connection cannot be used on a system that is part of a Remote Desktop Services deployment.
So you will have to add the DC with your logon script or by manually configuring the URL in the Control panel.
The downside of this is that the File Associations are not added to the users register. To resolve this You will have to creates reg keys for each user. Windows 10 does a lot under the hood to protect the "default browser" Option, so you will most likely do that manually.
But for files, there is a nice PowerShell function here that can do that for you - after which you just have to add the RemoteApp with it's file extensions.