If you would like to access your local applications from inside a Citrix XenApp server you will need to do the following :

Install the Citrix Reciever with these parameters : CitrixReceiverEnterprise.exe ALLOW_CLIENTHOSTEDAPPSSHORTCUTS=1 ALLOW_URLREDIRECTION=1

Set the following registry Value
HKCU\Software\Citrix\ICA Client\Engine\Lockdown Profiles\All Regions\Lockdown\Virtual Channels\Control\ClientHostedAppsShortcuts = TRUE

Modify the ICA file to the server to add the following line under the server heading e.g.

[melxatest344F]
ClientHostedAppsShortcuts=1
Address=x.x.x.x:1494
AudioBandwidthLimit=0
AutologonAllowed=ON
BrowserProtocol=HTTPonTCP
CGPAddress=*:2598
ClientAudio=On
ConnectionBar=1
DesiredColor=8

Once enabled you will have a Local Program Folder appear in your Citrix Xen App Session