That's the configuration I use. You can run guacamole directly on the target server if you want. I'm reluctant to expose my Windows machines directly to the wild internet, and I don't want to learn how to configure an HTTPS reverse-proxy in Microsoft's ecosystem. Having a dedicated guacamole box is nice because I expose port 80/443 on my Linux Guacamole machine, and then use it to connect to any number of Windows and Linux computers behind my firewall/NAT.