Microsoft just announced new features for the Remote Desktop client for Windows Phone! The featureset for this client is growing, making it a more enterprise ready client with every step.
In this update: Adding an Azure RemoteApp account! You can now add your Azure RemoteApp subscription to start running Azure RemoteApps on your Windows Phone.
For all detail, check out David Bélanger's blog post from the Remote Desktop team here: http://blogs.msdn.com/b/rds/archive/2014/11/12/azure-remoteapp-now-available-in-microsoft-remote-desktop-preview-v8-1-6-update-for-windows-phone-8-1.aspx