1) Right-click the 'Citrix Connection Center' icon in the notification area
2) Click on 'File Security'
3) And re-select as required
4) Click OK to close the ‘Citrix Connection Center’ box
Note: if there is no 'Citrix Connection Center' icon in your the notification area, or it appears and disappears quickly, update the client agent.
1) When connected to your VDI, open up the 'Desktop Viewer Preferences' screen (click on the cogs icon)
2) On the HDX tab, adjust the 'File Access' settings to suit your preference