During the VDA installation a dialog box displays the following warning:
“This Virtual Delivery Agent does not support Secure Boot which is currently enabled. Click Cancel to end this installation.”
It is required to disable Secure Boot in the BIOS of your Windows device to continue with the install. Refer to your manufacturer's instructions for information on how to disable functions within the BIOS.
Secure Boot is enabled.
Microsoft TechNet - Disabling Secure Boot
KB CTX216345: Is secure boot supported on a VDA?