You only need to do the configuration once. You would have been done already when you configured the Remote Desktop Services server.
Taken from the article:
A roaming user profile is a copy of the local user profile that is copied to, and stored on, a server share. The advantage of roaming user profiles is that users do not have to create a
profile on each computer that they use on a network. Their profile is downloaded to each computer that they log on to on a network. Changes made to a roaming user profile are
synchronized with the server copy of the profile when the user logs off.
I believe the configuration information should be stored within the roaming profile