net localgroup "Remote Desktop Users" /add "AzureAD	he-UPN-attribute-of-your-user"

where FirstnameLastname is the name of the user profile in C:Users, which is created based on DisplayName attribute in Azure AD.
This command only works for AADJ device users already added to any of the local groups (administrators). Otherwise this command throws the below error. For example:
For cloud only user: "There is no such global user or group : name"
For synced user: "There is no such global user or group : name"