Before computers can be used for Privileged Session Management (PSM), you must enable those machines for either RDP or SSH in EmpowerID.
Enable computers for PSM
On the navbar, expand Privileged Access and click Computers.
Select the Computers tab and search for the computer that you want to enable for PSM.
Click the Display Name link for the computer.
On the Computer Details page that appears, click the Edit
link to put the computer in edit mode. 
Scroll down the Edit One page for the computers and select Allows RDP Connections for Windows or Allows SSH Connections for Linux.
Enter your Privileged Session Manager gateway in the Privileged Session Manager Gateway field and then click the tile for that gateway to select it.
Click Save.
Now that the computer has been enabled for PSM, users can request sessions with that computer.