Windows Server User - Remote Access Issue

Question

I have a Windows Server with Citrix Installed on it. Now for those who do not know, Citrix is an Access Management Program that hosts published applications for remote users to access without actually having to sign into the server. So basically the remote users are added to a group on the server. So if the user wants to access a published application, they log onto the Windows Server with Citrix on it via a Citrix Client, and they basically log in via the Citrix User Management Programs, which is a group on the server iself.

The issue: Now I have one published app on the Citrix server, which lets users access a secure url via internet explorer. The issue is that users cannot access this. BUT, when this user logs onto the server via a Remote Desktop Session (and he can access his Desktop on the server), the published application works...meaning he can access the secure url(from the published application) via the Citrix Client application on his/her local computer.

So this seems to me like a user access issue. When a user logs onto a server the first time, are there any privileges/rights given to him as oppose to him existing on the server under a group but never logged onto the server before?

Thanks