How to set up test agents on local VMs

During SmartBear Connect 2017, one of the panels the speaker showed us his project utilizing VMs on his local machine. These machines are created via Windows10 "New Desktop" feature. Is anyone else aware of how to do this? I don't see how this is possible as the VMs I use die after restarting my computer.  I also log in via a domain, so when ever I try running an automated test from QAComplete with a test agent on my machine, it logs me out.