When using RemoteApp to open applications that need to open additional windows, you cannot switch between them using Alt+Tab.
Use example: Opening PrivateArk Client via RemoteApp and trying to edit a file via custom text editor, such as Notepad++.
Window switching between windows using Alt+Tab is not possible since the system sees the RemoteApp application as a single process and will switch windows on the client computer.
In order to switch between windows in a RemoteApp session, you will need to use the Terminal Server shortcuts for this:
Alt + PgUp: Will cycle to the next choice in the open windows
Alt + PgDown: Will cycle to the previous open window
Alt + Ins: Will cycle to the next window and activate it immediately