The architecture of VDI
Users log in and get their credentials. Those credentials are then passed to the Connection Broker which determines what VM (or VMs) the user has access to and then redirects the user to either a static VM or a VM created just for that session.
The VM sits on a server in the data centre. When the user logs into the VM, their personal settings are applied to the VM and connections to the SAN to allow the user to access data are created.
If applications are being provided through Virtual Application services, the user applications are then streamed into the VM.
The user is now connected to their Virtual Desktop with their applications and storage