Simply install Audit Trail on the Citrix environment as if it were a normal workstation. The client application should be given rights to everyone who uses RE and the Viewer to just those admin users who need to have the rights. If you want to restrict access to the viewer or other components in Citrix then this can be done by restricting access via Window Authentication to the files listed below.

These are the files that should be locked down. Once they have been locked down the module will no longer appear in the plugins section of The Raiser's Edge. They can be found in the plugins folder of the Raiser's Edge install folder. This is usually 
C:\Program Files\Blackbaud\The Raisers Edge 7\Plugins
or
C:\Program Files (x86)\Blackbaud\The Raisers Edge 7\Plugins

AuditViewerCOM.dll - Audit Viewer
AuditGlobalCOM.dll - Global Audit
AuditUserCOM.dll - Audit User
ValidatrixCOM.dll - Validatrix Configuration