I just looked at the first dozen that came up in a quick search. The first was a 'replacement unit' that indicated it had SFP. All the rest use the same identical stock photo from HP and indicate they're RJ45. Except those that are C3G79AT and indicate they're SFP. When in doubt, search by the MFR P/N:.
Using VMware Horizon 7 Direct Connect -- Virtualization Review
That should let you get connected directly. You should be able to use the DNS name as long as it is resolvable by the client.
I've always used the admin server to do configuration, but you should be able to set a connection at the desktop to auto login to a particular configuration.