There is some limitation in PAM built-in RDP client so RDP Proxy service has been configured as below.
Using this RDP Proxy Service, PAM will invoke a local Microsoft RDP client (mstsc), instead of PAM built-in RDP client, to connect to a target Windows server. However, how can we configure drive mapping in this configuration?
Release : 3.4.x, 4.0
Component : PRIVILEGED ACCESS MANAGEMENT
To enable mapping drive when you are using RDP Proxy, please select "RDP Drive Mapping" in Configuration > RDP Proxy > RDP Proxy Configuration tab.
You can also configure "Copy and Paste" feature in the same above configuration page.
Please refer
https://techdocs.broadcom.com/us/en/symantec-security-software/identity-security/privileged-access-manager/4-0/implementing/configuring-your-server/Configure-the-RDP-Proxy-Service.html