When working at home I connect my work laptop to my router and then use my desktop as a terminal over RDP. On my desktop (currently running Ubuntu 18.04) I use the xfreerdp command-line tool from the FreeRDP-project and this setup has been working quite well for a while.
However, due the #coronavirus situation all meetings these days get replaced with calls. And as these are not phone calls, but work over some kind of website or desktop tool, it is very desireable for me to be able to connect my headset to my desktop and keep working over RDP as before. Enter audio redirection. This allows the RDP-host (aka the laptop) to access the client's audio inputs (e.g. microphone) and outputs (e.g. headphones).
The important xfreerdp command-line options are /sound and /microphone:sys:alsa (it defaults to Pulse Audio, but this did not work for me). The remote audio device now shows up in Windows once connected over RDP. Frustratingly however, there was no sound when playing audio on the host. Turns out, you first have to enable the audio redirection in the host's Group Policies!
To do that open the Local Group Policy Editor by typing gpedit.msc into the Windows search bar. Then navigate to Computer Configuration > Administrative Templates > Windows Components > Remote Desktop Services > Remote Desktop Session Host and enable Allow audio and video playback redirection as well as Allow audio recording redirection.
Finally, reboot and you should be good to go!