To use the Citrix window across 2 or more monitors, you first need to activate the Citrix window mode:

Select the following option in the Citrix menu bar:

Then, position the window so that a part of it is visible on each monitor.
If you have more than 2 screens, you may need to stretch the window:

Once the Citrix window is visible on all monitors, click on “Full Screen” in the menu bar to extend the window across the respective monitors: