For every Host Session servers, we need to create a DNS records like this.
Log onto Connection Broker > Server Manager > Manage > Add Servers
Add the new server to the Server Pool
Server Manager > Remote Desktop Services > Overview > Right click on RD Session Host icon> Add RD Session Hosts Servers
Select the new Server and Add it to the Farm.
Tick the checkbox "Allow remote computers as needed". (Session Host role requires a restart)
Now I can see the new server under Deployment Servers section, too.
Now we can add the new server to the Farm Collection. Select the Collection > Go to Host Servers Section> Add RD Session Host Servers
Select the Server and click Next
Click Add.
You can add new session host servers by following this procedure.
In Part 4, I will Enable "User Profile Disks" for RDSFarm02 Collection.