Hi
If you are talking about 'Cluster' option while creating the desktop pool below,you need to select the vCenter Server cluster for the desktop VMs. Under this cluster all the VDIs will be provisioned. If you don't have any cluster in vcenter, you need to first create one and add your hosts under that:
Details of all the options while creating a desktop pool can be found here Worksheet for Creating an Instant-Clone Desktop Pool in Horizon Console
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