There are two methods of installing Dataloy on Citrix, shortcuts and Java Webstart.
Quick Guide:
Dataloy Citrix Set-Up
Dataloy is started by using Java Web Start, which makes client distribution easy. There are two options when setting up Dataloy on Citrix, Option 1 and Option 2. More Info
Java Webstart - System Wide Deployment (Java JRE 6.0.x)