Yes, you can install both Rublon for Remote Desktop Gateway and Rublon for Remote Desktop Web on the same machine. These two connectors are intercompatible and operate correctly in such a setup.
If you need to add Rublon 2FA to the RD Web Client (HTML5) or RD Web Feed logins, you need to install the Rublon for RD Web connector because Rublon for RD Web introduces Multi-Factor Authentication (MFA) to the following products:
Microsoft Remote Desktop Web Access
Microsoft Remote Desktop Web Client (HTML5)
Microsoft Remote Desktop Web Feed
Helpful Links
Why am I asked for MFA twice when using RD Web Client / Access?
Rublon MFA for RD Gateway - Documentation
Rublon MFA for RD Web Access - Documentation
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