How do I set up a terminal server application in webNetwork?

If you go to the manual, the link is under your Admin menu. Or you can go to https://customer.lenovosoftware.com/help/index.html 
Go under Services, Web Applications, Web Application Types, Terminal Server VPN There is an example configuration 

Once you have the login to ts working, you can modify the webapp and change the published application section. You can put in something easy like notepad.exe. 
Save it, click reload and then try it again, not it should launch notepad instead of giving you a desktop. 

You can then move to putting in SSO credentials. 

Applications that require more complexity than just launch a .exe can be scripted to wait for a window, click a button, type in information, etc..