Yes, TPAM supports NLA during a PSM session to a Windows target platform. If "Windows" or "Windows Desktop" platform type is being used the "Computer Name" must be entered, and be in uppercase. (Systems Management | Details | Information | Computer Name)
On versions of TPAM earlier than 2.5.909, NLA is only supported when PSM session authentication is set to “RDP – Automatic login using password”.
From 2.5.909, NLA is also supported when using PSM session authentication is set to "RDP - Interactive Login". From 2.5.909, the screen where you are prompted for password will look different.
Refer to KB New "PSM Desktop" prompt screen in 2.5.909 onwards; "Please enter password".