Ok I guess I should have made it more clear. I am using the suggested app. I have to point to the CAG server in Safari, like I do on my Mac and like my Android brethren. After I log in, I click the link to launch the actual Citrix receiver (or the citrix online plugin) to get to the Windows desktop, and Safari says can't download the file. I was unaware on my Mac that a file was being downloaded, which I suspect is the *.ica file, as it happens very quickly and a small window opens that is the Citrix receiver or the online plugin and VIOLA the Win desktop appears.
If I open the Citrix receiver app on the iPhone, there are settings that need to be entered and at this time my higher up IT support won't provide that info, as the iPhone is not approved officially and they won't offer me any info.
I just figured it'd work like it did on my co-workers Android as the process is the same for him and believe it or not for him "it just worked". :-)