It is possible to install the Setup-ConnectionClient.exe for all users.

You you will to configure a .bat file that will run every time you log in, and that will launch this command line: 

Setup-ConnectionClient.exe /VERYSILENT

Doing this, the connection module will be installed in a completely transparent way.

However it is not possible to install in machine level, because Setup-ConnectionClient.exe installs files in the 'RDP6' directory of the local session.