To create a shortcut link between a local computer and a Citrix session:
Log into your Citrix environment as normal.
Right-click on a blank area of the background/wallpaper.
From the dropdown options, select New and Shortcut.
In the box that appears, click on the Browse button.
Within the box which then appears, click on This PC, then on the folder OS(C:).
Locate and click on the Users folder, and then find and click on your username.
Continue drilling down through the displayed folders until you see the one you require.
Click on the required folder to select it and then, click OK.
Click next and then enter a name for the shortcut link, then click Finish to fix the shortcut link to the Desktop.
Allow Read and Write access
Click onto the drop-down menu at the top of your screen (Arrow pointing down with dots on either side).
Click on Preferences.
Choose Read and Write.
Click Ok.
Note: This link is specific to your Citrix session and this computer. It will not work on any other computer, or with any other user logging onto this computer.