The right hand column should have a "MetaFrame XP Message Center".
In that section, there should be text saying: "You must install the ICA Client to launch the applications. Select the icon below to install the ICA Client."
Click the link to download the installer for ICA Web Client.
When the download is done, run the installer.
When the Citrix installer is finished, you will need to close your web browser so it can pick up the changes.
In the Login box on the left, click the Log In button.
In the Applications box, look for the icon for the application you want. Click it to download the launch.ica file. The file should automatically open in the Citrix ICA Client.
Note: Many launch.ica files delete themselves after use, to help keep your download folder clean. To re-launch the particular Citrix application you will need to re-download the launch file.
If desired you can keep a launch.ica file on your computer - for instructions read: [istcontrib:How do I keep the launch.ica files on my computer so I do not have to go to the Citrix web site every time I want to launch an application in Citrix?]