ENS can be installed on Windows virtual desktop. To check all the compatible versions of ENS kindly follow : https://kc.mcafee.com/corporate/index?page=content&id=KB82761
Using your active grant you can download the Endpoint Security from McAfee Download Site : https://www.mcafee.com/enterprise/en-us/downloads/my-products.html
Thank you @tshamim for your response.
We are currently using ENS 10.6 in our on environment.
I wasn't sure though about the "Windows 10 Enterprise multi-session images" when hosted externally on Azure cloud.
I have also heard "McAfee MOVE AntiVirus" and "McAfee MVISION Endpoint" MVISION mentioned.
Are they better alternatives?