Hi all,
I created a case with the support team to figure out why my Win32 app wasn't deploying. We found that my test machine was missing the Intune Management Extension. This is the component that is required to be on the local machine in order to deploy PowerShell scripts and Win32 apps.
I had manually enrolled my device into Azure AD and Intune/MDM. Turns out auto-enrollment is the only way to get the Intune Management Extensions to installed. Auto-enrollment basically means that when you join a device to Azure AD it will automatically enroll that device in Intune/MDM as well. So in order to turn that on, you go into your Azure portal -> Azure Active Directory -> Mobility (MDM and MAM) and then select Intune. The "MDM User Scope" at the top needs to be set to "Some" or "All" in order to have auto-enrollment enabled. "Some" just means that you want to specify a group of users to apply it to. So I created a security group and added my test user to. Mine was originally on "None".
Then I went into devices and "Retired" the device. Then on the PC, went to Settings -> Accounts -> Work Accounts and disconnected the Azure AD join and Intune enrollment that previously existed. I rebooted the device, went back to Settings -> Accounts -> Work accounts and did an Azure AD Join again. Immediately I saw it pushing down my Win 32 app and it was installed successfully.
TLDR - make sure you are using auto-enrollment in order to get Intune Management Extensions installed on the device. This is required to deploy Win32 apps.
Jason Hartman