Hi
The trial version should allow you to test this functionality as well. The key is to enter the IP address of the terminal server into the "multi-user machines" setting in GateKeeper (on the users tab).
this tells WinGate that for that IP address, there may be multiple users, and to maintain credentials on a session-by-session basis, rather than once for that IP. This coupled with authentication by the clients means you can specify policies per user, even if the users are on a terminal server.
http://www.wingate.com/showfeature.php?cat=3&feat=50 has a bit more information, and the help file.
Regards
Adrien