Hi,
Yes it works.
Other than making sure you have the JVM installed with the Designer (which you should normally) and that all network accesses to the servers are cleared, you should have no issues running Designer on a Citrix session.
Beware the location of your workspace, it should be persistent otherwise you will lose all your work once you exit the session (using the user network drive is ok).
Best regards,
#Integration-Server-and-ESB#webMethods