This is totally do-able, but there is an extra step that has to be taken care of ahead of time. Once you have a citrix account, you will need to make a software request to ask that rdp capabilities to be added to your citrix desktop.  Once you have that established, the protocol is to rdp directly to the cloud and open the application there (rather than rdp straight to the TMS application). 

A cheat sheet start to finish is attached.  Please let me know if you have any questions or run into any issues.

Kim
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