If after you have correctly logged into the VDI system (the first three steps described in How to connect - Linux Virtual Desktop VDI) you still have any problem logging into the Linux Desktop itself, please do check if the problem could be that your keyboard layout does not match the default UK/English one configured in the Linux Desktop and hence any special characters (or even letters) of your password are being "typed" incorrectly. Do remember that your password characters do not appear on the screen as you type, so it can be difficult to recognise if that is the case. If you do want to ensure what you are typing you can always use the "user name" field for that (click "Not Listed") as all characters typed are indeed displayed there.
In order to input the right password you have two options. The simplest might just be to type the password somewhere else and then just copy and paste it. Otherwise with the option at the top right side of the screen (as shown in the image) you can change the keyboard layout between some other default options. Do remember that this selection will not persist within your desktop session and that you will have to configure the (then persistent) settings for your desktop during The initial setup of the Red Hat Linux VDI - Options to choose - Linux Virtual Desktop VDI FAQ. If you use a Mac, please do check How to map the Mac keyboard in Linux VDI - Linux Virtual Desktop VDI FAQ
This procedure will only need to be done whenever you create a new session, as the Lock Screen that you otherwise see does follow the desktop settings (ie the persistent configuration)
If you have any further questions please check Linux Virtual Desktop - VDI: Documentation