You must enable RDP in the Citrix Web Interface site.
Choose
Start > All Programs > Citrix > Management Consoles > Citrix Web
Interface Management
to access the Citrix Web Interface Management console.
Select the Web Interface site and click Client Deployment
from the
Edit Settings pane on the right-hand
side.
On the Manage Client Deployment screen, select Remote Desktop Connection
(RDP)
, as shown below:
Click OK
.