If there is no audio or the play button is not available on the Citrix Client you should check the following:

Open the Terminal Services Configuration Console

 

 Within the console, right-click Citrix ICA 3.0 ICA-tcp connection and select Properties.

 

In the ICA-tcp Properties window select the Client Settings tab and ensure Audio Mapping is not selected.

  

Now Open the Citrix Access Management Console.

 

Within the console, expand the Farm and the Applications folder to locate DSS Player Pro.

 

  Right-click on the DSS Player Pro application and select Properties.

  

Select Client options from the left column. Ensure the Enable legacy audio check box is selected under the Client audio section.

Finished.
Verification Source: In-house testing