Hi @Enrique Abundis ,
Azure licensing by default allows you to have have 2 simultaneous sessions. If you want to swap sessions with another User then you can go to the Task Manager > Users and 'Connect' to that session.
You can 'Shadow' another session, by default this won't let you take control and you'll want to run this in Administrator elevated CMD or Powershell. Only one User can shadow an active session. You'll need to make sure you setup 2 Users that have RDP access as one will be shadowing, and the other will be shadowed. By default an Administrative User will have this capability, otherwise you'll need to set these permissions in User Groups, or Group Policies.
To shadow another session you would use the following command:
mstsc /shadow:<sessionID>
and to take control:
mstsc /shadow:<sessionID> /control
You can find the session id you want to shadow with the command 'query user', or use Task Manager > Users tab on the server to find the session ID. You need to enable the ID column.