You can set the default apps by clicking the start menu and then the Settings cog wheel
Then Select Apps in the Settings Menu
From here you can se your default apps such as web browser etc, if you want to set a default program for specific files such as PDFs to only open with Acrobat Pro and not Edge or Reader, scroll down and select Choose default apps by file type
You will then be presented with a list of file extensions and their default programs, scroll down till you find the specified file type (let say PDF), click the corresponding default app or + sign if has none and selelect the program you want it to open in future (in the screenshot below we want PDF files to open with Adobe Acrobat which is the pro version (not to be confused with the standard Adobe Acrobat Reader)
once done ensure you log off your citrix desktop to save the changes