Enable Citrix policy setting ‘Host to Client redirection’
User > ICA > File Redirection
Enable Host to client redirection to allow file type associations for URLs and some media content to be opened on the user device (disabled by default). When disabled, content opens on the server.
The following URL types are opened locally through user devices for Windows, Mac and Linux when this type of content redirection is enabled:
HTTP (Hypertext Transfer Protocol)
HTTPS (Secure Hypertext Transfer Protocol)
RTSP (Real Player and QuickTime)
RTSPU (Real Player and QuickTime)
PNM (Legacy Real Player)
MMS (Microsoft Media Format)
From the Citrix AppCenter, use iexplore.exe from %ProgramFiles(x86)%\Citrix\System32\iexplore.exe for URL redirection.