This installs the core of TS functionality, including the ability to just share one application with TS RemoteApp.
Deploys a TS Licensing Server to manage client access licenses for TS clients.
TS Session Broker
Installs software that can allow sessions to spread against a farm of TS hosts.
Installs the feature that allows TS clients to use HTTPS to begin, use, and end sessions over the Internet without needing to establish a VPN connection. When you choose this role, you will be prompted to install IIS and Network Policy and Access Services if you haven't already.
TS Web Access
Creates a "portal"-like environment where clients can choose applications and start TS sessions for those applications from within a web browser. When you choose this role, you will be prompted to install IIS if you haven't already.
The permissions to connect to a terminal server are simple to understand. Any user who wants to connect via Terminal Services must be a member of the Remote Desktop Users group on the computer she is connecting to. You can alter the access permissions, time-of-day requirements, and other properties for this group through the Active Directory Users and Computers snap-in as usual. If your machine is not participating in an Active Directory environment, user accounts must be members of the Administrators group of the machine to which they're trying to connect. You should install Terminal Services on an NTFS-formatted partition to take advantage of the superior security features of that filesystem.
Source of Information : OReilly Windows Server 2008 The Definitive Guide