If you've already created a host pool and session host VMs using the Azure portal or PowerShell, you can add application groups from the Azure portal.
The default app group created for a new Azure Virtual Desktop host pool also publishes the full desktop. In addition, you can create one or more RemoteApp application groups for the host pool.
Reference:
https://docs.microsoft.com/en-us/azure/virtual-desktop/manage-app-groups
