Scroll wheel in Windows Store app
The mouse scroll wheel doesn't get sent to remote.
In the modern app, there are two mouse modes: pan and grab.
In pan mode, the scroll wheel lets you pan around the screen with the mouse.
In grab mode, the scroll wheel is sent to the remote PC.
To change between grab and pan, click the hand/target icon on the bezel. The hand represents pan and the target represents grab. More details are available in the user guide available from the Home Screen of the modern app.