Verify your license enables Wake-on-LAN. To do so, check to see if "Wake-on-LAN port" exists in the "Connection Broker Monitoring and Performance Tuning" section of the > System > Settings page in your Broker.
That is the port number that the Connection Broker sends Wake-on-LAN packets. When a machines needs to be powered on, every Connection Broker in the cluster sends a Wake-on-LAN packet to that machine's MAC address. Because the packets cannot traverse subnets, you must have a Broker in your cluster on the same subnet as your desktop.
If a machine is stopped and the Broker needs to power it on, it will send Wake-on-LAN packets to machines that were inventoried in the Connection Broker using either an Active Directory or Enrolled (Uncategorized) Desktop center. If the Broker inventoried the machine from a cloud or virtualization center, it uses the virtualization layer to power on the machine.
If you are offering stopped desktops, ensure that the user's policy selects the "Power on stopped or suspended desktops" option.
Whenever the Broker needs to start the machine, you should see a "Start requested via Wake-on-LAN" message in the > System > Log page.