Citrix Gateway can be configured according to the instructions documented on Citrix's website here. The following steps show how StrongKey configured the Citrix Gateway for their setup and testing.
Go to the homepage and click Configurations. On the left panel, click on Citrix Gateway and expand it. Now, click "Virtual Servers" and then click on "ADD" to add a new server. Fill in the server name and IP address and click OK.
After adding the server, click on that entry and add the server certificate by clicking on "No Server Certificate" and add certificate.
Add an authentication server to the Gateway virtual server. In this situation, incorporate the SAML Policy server into the Basic Authentication section, enhancing the security and functionality of the system.”
In the Citrix Gateway Global Settings go to Client Experience and allow Clientless Access. Also ensure that SSL and SSL VPN are enabled.
Add resources to the Gateway like Intranet Applications or Bookmarks URLs to put behind the SAML authentication.