What are you trying to accomplish? Since you usually authenticate the users via AD to access the VDI infrastructure, what more do you want? ISE is more than capable of authenticating users, but it has no direct integration with VDI. ISE is available to authenticate when you send authentication requests to it via RADIUS.
If you're trying to provide differentiated access to the VDI VM's then it will rely on the ability to install a supplicant in the VDI VM's, and having a vswitch that is capable of performing or proxying 802.1x. This document is old but it explains the concept with TrustSec in a diagram mid way down the page. If you have a TrustSec environment then it could make sense to add another layer of authentication to differentiate network access.
https://blogs.cisco.com/enterprise/using-trustsec-to-simplify-virtual-desktop-infrastructure-vdi-deploymentIf you don't need the differentiation on the network that TrustSec provides, then using two factor authentication while the user is logging in might be the better path. The secondary authentication option on VDI could be pointed to ISE, DUO, RSA, Google Authenticator. ISE can't be used as the primary authenticator to the VDI infrastructure, it can only be set up via RADIUS multi factor. If you are using user credentials and not tokens, then you won't gain any extra security sending user credentials again to ISE after AD already authenticated them. There is a guide on the VMware site.
https://blogs.vmware.com/consulting/files/2015/02/VMW_15Q1_TD_Horizon-View-Google-Authenticator_021715_FINAL_EMonjoin.pdf