The citrix server provides a Microsoft Windows desktop to those users who otherwise don't have access to a PC running Windows. You can display a MS Windows desktop in a window on your workstation. Just run the command citrix at the command line, and log in when prompted with your Windows password. Note that you need a Windows account that is distinct from your UNIX system account.
Visit AVW 4120 for assistance in getting a Windows account.
By default, your home directory on your UNIX machine is automatically mapped as drive A: on your citrix session, so it's very easy to share files between citrix and your UNIX account.
More detailed instructions for using citrix, including sharing files between the UNIX systems and changing the desktop size are available in the FAQ, at
http://www.cs.umd.edu/faq