Seems I'm the idiot then, missed the "gateway" bit... so this basically sits between something providing VNC/RDP and makes it accessible with just a web server?
I don't think that's enough, according to the video at least.
Usually, you need an RDP client and a remote RDP server. In Guacamole, the "RDP client" part is handled by the Guacamole server. The HTML 5 frontend that users see is not a fully fledged RDP client, but merely a display and input device for the Guacamole server, which is the actual RDP client.