How to use Input Method in virtual desktop

I have been trying out the virtual desktop but so far I cannot figure out how to switch to other IME under virtual desktop.
The keyboard shortcut does not work. There are no icon shown for switching IME neither.

I am an Asian user and input method is essential for us to communicate natively.
So it would be great if it is possible to use Windows’ IME in the virtual desktop.

Thanks in advance!