The Terminate action is similar to 'End Task' in Task Manager, and works by stopping the local EXE the application is running as. An application presented via Citrix is not local and so Terminate (and all other integration actions) will not work. You have to close the remote app using Surface Automation (ie clicks and keystrokes). The Citrix viewer is a local app however, so assuming you have created a separate object for it, you should be able to close that in a normal way, such as using Close on a Window element.
