You can connect using VNC, this is also known as remote shadowing. This will not log the remote computer out when you are connected. You will need to install a VNC client on your remote computer (if you do not already have one).
If you are using a manual connection, make sure your port settings match within PocketCloud and within the VNC client.
If you are using a auto-discovered connection, make sure to enable "Use 3rd Party VNC on port" option within the Companion software (to enable this, Right click on the kite icon in the system tray, Select Preferences, navigate to the Advanced tab, enable "Use 3rd Party VNC on port" option and make sure the port matches your VNC application and PocketCloud.