first you need to make sure they both have network cards
then, if you're connecting them directly (not through a router or hub) you will need a crossover cable.
if you're connecting them through a router, any cat5 cable should work.
when you connect teh computers, XP home should have automatically configured the network settings, with the workgroup as MSHOME. you might have to configure Citrix to work in MSHOME also. I am not familiar with Citrix so I can't tell you how to configure that.