I don't know what version you have installed of Citrix but here is some info from XP.
You can install Citrix Management Console on MetaFrame XP servers, or install it
stand-alone on any Windows NT, Windows XP, or Windows 2000 workstation for
remote administration of MetaFrame XP server farms.
You install Citrix Management Console from the MetaFrame Server CD.
To find instructions about how to install Citrix Management Console (on a
MetaFrame server or stand-alone), see the MetaFrame XP Administrator’s Guide.
See the online help in Citrix Management Console for additional information about
using the console.
That should be it.
Hope that helps.