In Workspace 365 we have the new functionality of the RDP Gateway. If you connect to a Windows RDS server you will get a Redirected Printer as a printer in the RDP session. If you need to print documents from you RDS server to a locally available printer you can use the Redirected Printer.
When you print a document using this Redirected Printer you will receive a PDF file from the browser in which you are connected to the RDS Gateway. You can print this PDF file locally to print the document on a locally attached Printer.