Hi
This is a really large topic; to keep it simple;
First off, you need to know from where the user connect from
Does the Citrix Desktop users use lightweight terminal to access the VM ? I ask as like HP ThinClient or Dell Wyse, not all gear support Azure Virtual Desktop as some gear are older and does not have the option to connect to those desktop.
Secondly, does they use XenApp or the receiver for other ressource internally ? I ask as Citrix give the XenApp license with their desktop.
Thirdly, did you tested a VM in Azure to know if it support all your application ? This is the important step as you will need to create a beta group to test the desktop and see what is needed or not.
Lastly, when your test group work ok, frm their device, you can migrate other user to Azure.
In big it's that. The first step is important, as Citrix support a lot of legacy gear, and migrating those users can have an impact on what you need to buy for them.