As I understand it, Citrix just allows you to run other programs remotely.
The way it works here is that the programs that you want to use are stored on the university's computers, and they also run on the university's computers - you just use Citrix over the network / internet to give you a graphical window to that program.
It's obviously not as responsive as running the programs on your own computer, but you don't have to worry about licensing / installing / maintaining / backups etc.