This will work if you have a small number of host systems and a simple network without bridges, routers, gateways, etc. Use a network route. This will work if you have the IP addresses to spare. It will work very well if you have a Class-B IP network and can afford to put the all of the remote addresses on the same IP network. Then add a network route on each of the gateways and routers so that any address of the remote network is sent to the terminal server.
Most configurations have many hosts but few routers.
Use gated on all of the gateways and on the terminal server. This will cause the terminal server to broadcast to the gateways that it can accept the frames for your IP address. Since the hosts will have a default route to one of the gateways, the gateways will generate the ICMP re-direct frame and the specific host will automatically add its host route. Use proxy ARP on the terminal server. This will only work if your remote IP address is in the same IP domain as one of the domains for the network cards.