I have recently encountered this where my customer needed to connect to virtual desktops using RDP. The requirement is that the session had to support multi-monitors on the end device. He had all the right settings in the View Pool, but on View client, it was not showing the option for multimonitor. If the display protocol was changed to PCoIP, the multimonitor option would appear.
So, the requirement is that on both the View Desktop and View Client, at least RDP 7.0 must be installed. Details here.
You can find RDC 7.0 for Windows XP & Vista here. Windows 7 comes with 7.0 out of the box.
To validate if you already have RDC 7.0, one simple way is to launch mstsc.exe, and see if the “Display” tab has the check box to.
This is an example where multimonitor support is not available.
The next image is MSTSC that has been upgraded to RDP 7.0 on the same Vista Computer. The option will be enabled if Windows detects more than one monitor. In this case, there’s only one monitor, and so the option is greyed out.