Installing Citrix ICA Client for Macintosh
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To install the Macintosh client, expand MACICA_SEA.HQX using Stuffit Expander version 5.5 to create a set of install files for Macintosh. Stuffit Expander 5.5 is a free utility available from "www.aladdinsys.com". Alternatively, modern Web browsers and FTP clients for the Macintosh usually understand how to expand HQX files once they have downloaded them to the Macintosh file system.
Note:  Double-clicking the file will not work because it is on a non-Macintosh file system so the appropriate Macintosh information has been lost. 
Once the file is expanded, install the Macintosh Client by double-clicking the installer icon.