Horizon Security Gateway is the server-side component for the secure HTTPS connection between client systems and an Unified Access Gateway appliance, or Connection Server instance.
When you configure the tunnel connection for Connection Server, RDP, USB, and Multimedia Redirection (MMR) traffic is tunneled through the Horizon Security Gateway component. When you configure direct client connections, these protocols connect directly from the client to the remote desktop and are not tunneled through the Horizon Security Gateway component.
Horizon Security Gateway is also responsible for forwarding other web traffic, including user authentication and desktop and application selection traffic, from clients to Connection Server. Horizon Security Gateway also passes Horizon Console client web traffic to the Horizon Administration component.