Does MettleCI work with Citrix Virtual Desktop?

Yes.

Both the MettleCI Workbench and the MettleCI build components work the same, whether they're accessed directly from your local machine or via a virtual desktop.  That virtual desktop can be provided by a service running anywhere, whether that's on-premises or in the cloud.  All MettleCI demos, for example, are delivered using a virtual desktop instance running on Amazon Web Services.

Take a look at this example topology.