Distributed Replay is a new feature in SQL Server which focuses on tuning the database environments after upgrade or any major change. Similar to SQL Profiler it is used for replaying the workloads for testing on databases but with one major improvement, it can used to simulate workload in a distributed environment (multiple systems can be involved). So it can be used to accurately simulate a real workload with requests coming from multiple client systems and considered as a scale out solution.
The setup for Distributed Replay is available along with the SQL Server installation. The steps for installing and configuration for the Distributed Replay feature is available here.