If users receive a permissions error when exporting a file to the local system, first check the following option:
Right-Click on the minimized Citrix Workspace running near the system clock.
Choose Preferences
Switch to the File Access tab, then set the option to Read and write
Close the menu and try again. You may need to relaunch the session to have the access change fully apply.
The best location on the Mac is typically the H:\ drive, then Desktop or Documents folder.