I realised the documentation provided here was 9 years out of date, I thought it best to update it.

Download the Citrix Receiver software

Open Firefox and browse to 
https://www.citrix.com/downloads/citrix-receiver/linux/receiver-for-linux-latest.html

Scroll down, look for "Debian Packages"
Open "Debian Packages" and then "Web Packages"
Download the "Receiver for Linux Web client (x86_64)
Accept the licence agreement

Save the file rather than opening it.

Open the folder, by clicking the folder icon on the right handside of the window that shows the file has been downloaded
This folder can also be opened from the Files application, third icon down on the left, select the "Downloads" option.

Double click the file "icaclientWeb_13.10.0.20_amd64.deb". The name may change as the software is updated.

icaclient

Press "Install"
Enter your password
When the "Install" button turns to red and is labelled "Remove" close the window.

Connect to the Citrix service

Switch back to Firefox and connect to the Citrix service that you need to connect to.

When prompted to open an "ica" file
Select Open with "Citrix Receiver Engine (default)
Select Do this automatically for files like this from now on

Accept the licence agreement
Press "Accept"

Enjoy