Accessing the local network from VDI

Hello,

At our company we provide IT support to various locations and so access our VDI machine using the web access.

I was wondering if it's possible to add a network adapter to the VMs we connect to which will allow access to the network we are connecting from. Perhaps some sort of network bridge ?

For example :

I am in Oxford Street and connect to the my VDI machine. I then want to RDP to a server in Oxford street without having to minimize my VDI session (thereby having two screens to switch between)

Any help would be much appreciated.

Thanks

Nick