I spent much time for deploying a Desktop App from TFS 2015 (update 3) to VM for Coded UI Test.
There is no complete article for my scenario. Finally, I succeed !
I record that here, hope it's helpful for someone.
The architecture for my scenario:
Configuration of Visual Studio Test Agent Deployment
Otherwise it would download “vstf_testagent.exe” from Internet, and show "'agentlocation' is not a valid path.".
Configuraiton of Run Functional Tests