You have to make sure that Citrix is allowed to access local devices.

To do this you click with the right mouse button the Citrix receiver icon in the tray bar next to the clock.

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and then click connection centre.

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You then click preferences

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 And make sure that Access is set to be read and write.
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When it is set to this you can then also save files to your own pc and the Citrix application
 can then also access the printer if you want to print to home printer.

When this has been set then please open the Myapps program and select the document you want to print.
 When you then go to file, print it will show this:

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Choose the Citrix Universal printer and then click Print.

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It will then pop up with a screen like this and then when you go to file, print it should show your own printer:

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And then when you select your own printer and then click print it should come out from the local printer.