Credit: This is an edit of my colleague Lupa Mooncak's document created in liasion with Alfredo and published with permission. Thanks again Lupa and Alfredo!
*This is specifically for upgrading from version 5.0.2 to 5.0.3 - applies to other versions too
1: Take a VMware/Citrix snapshot of the CAG VPX virtual machine
2: Log in to the Citrix Access Gateway Management web page
*Note after the IP Address it is 'ell' 'pee'
3: Click on Snapshots tab
i: In the 'Software Releases' section highlight your current version
ii: Click on Create to the right of the 'Snapshots' section (this will create an internal snapshot)
iii: Then export the snapshot made above using the Export button (this will act as a backup just in case)
iv: To the right of the 'Software Releases' section, click on Import to import the appliance upgrade
v: In the 'Software Releases' section click on Migrate, which will upgrade the appliance keeping existing settings
vi: Either accept the prompt asking for reboot, or reboot when convenient
4: Once rebooted, log in to the Citrix Access Gateway Management web page to check the upgrade has applied
*also be a good time to take another internal snapshot as a roll-back point
5: Give 24 hours to see if any issues are reported, if there are none then commit the VMware/Citrix snapshot