Cannot see any active connections in Connections column in RD window ?? Windows 2012 R2

I have been struggling with trying to create a shadowed RDP session on windows 2012 R2

I have read many many web sites but still cant get it to work right.

I have added all the roles to the server. (I think now I have added too many of all the remote things, but anyway)

Now when I go to Manager I see IIS and Remote desktop on LHS.

I click on RD and then Collections.

Currently Im logged in via RD and I open a second session via RD using the same administrator name.

However I cannot see any Connections in the connections column on the RHS. Not one. I try the search mechanism under user and use domain\loginname  eg ibm\admin2

Why cant I see any connections ???

Is there more that I need to do?

Thanks