Having ProcessRobot (SideBot, SoloBot or Process Studio) or WinAutomation installed on your local machine, then an RDP or a Citrix session is considered to be a window and not another actual desktop.
If it is needed to handle and interact with the applications/windows within the RDP/Citrix session, then the Robot would have to be installed on the target machine itself.
RDP/Citrix, usually run on a server machine and - similar to what an RDP does- they only stream the image of the interface to the user. Therefore the Robot is not able to access the interface through the actual operating system using Web or UI Automation Actions.
This being the case, we can automate a Citrix/RDP window, but it would be solely with the use of mouse clicks, send keys, image recognition or OCR related actions.
RDP/Citrix is somewhat like the following image. Only an image of the desktop is passed to the user, and there is no access to the actual operating system of the machine.