Pre-requisites

Before setting up a Horizon connection server we should have:

Working VMWare ESXi and vCenter setup with shared storage and adequate spare hardware resources (RAM, Disk, CPU, etc.)
Working AD server along with domain administration access to AD server
Domain AD credentials should be available as a service account without any password expiry. We will use this account for login into Horizon admin console and also for integrating Connection server with AD.
For Horizon setup to work the AD server should also act as DHCP in the networks / VLANs where VMs will be deployed using Instant clone / Automated pool settings.
This may not be required for manual pools
(Optionally) We should create an OU for VDI VMs. This way all VDI VMs will go to specific OU under AD instead of being alongside laptops / desktop /servers.
(Optionally) We should create different user groups for people who will have access to appropriate Horizon pools. For example if the Horizon (Connection) server would be used to create two Windows 10 pools, then we should be able to specify which users will have access to which pools using AD groups.

Installation steps

For Horizon Connection server installation use below steps:

Install Windows server 2019 using any existing template or using the ISO file
Join the windows server to AD domain
Login into the machine using AD domain administration service account created for managing Horizon.
Disable Windows firewall for domain (or optionally other) networks
Download the latest connection server setup program from my.vmware.com
Install connection server using following steps:
1. On the Welcome installation wizard screen, Click on Next
2. Accept the license agreement, Click on Next
3. On Destination folder page, select appropraite VM and templates folder for management VMs and click next
4. In Installation Option page, select "Horizon Standard server" and "IPv4" and the click on Next
5. Enter the password in Data Recovery page, Click on Next
6. In Firewall configuration page, Select "Do not Configure windows firewall", then click Next
7. In Initial Horizon Administrators page, select "Authorize a specific domain user or domain group". Enter the require domain users and click Next
  These users or users belonging to selected group will be able to login into horizon console. Using a
8. In User Experience Improvement Program page, Click Next
9. In Operational Data Collection page, Click Next
10. Ready to Install the Program page, Click next
11. Installer Completed page, Click Finish

After installation open connection server from web browser using url https://<connection-server-fqdn> and perform followings steps:

Activate the Product by entering valid license key in "Product Licensing and Usage"
Integrate with vCenter using:
1. Go to Settings -> Servers menu to add vCenter
2. In below vCenter servers tab -> Click on Add
3. In popup window give vcenter server details such as server address or FQDN, username and password. Leave other settings as default
4. In the resulting pop-up window accept the certificate warning
5. In Storage page, leave most settings as default
6. Select any one Host in Hosts section
7. Review the settings and click on Submit
Integrate with AD using:
1. Go to Settings -> Domains menu to add domain
2. On the right, In Instant Clone Engine Domain Accounts tab, click Add
3. Enter details such as full domain name, service domain administrator account username and password. Click ok.

Ref: