How to publish specific drives and folders because it is not recommended to publish EXPLORER.EXE directly.

The method of copying and renaming the EXPLORER.EXE to, for example, EXPLORER2.EXE is a widely used but not a suggested or supported method by the Citrix Development Team. When doing this, there might be other side effects like session hangs or slow sessions when launching several instances of the renamed EXPLORER2.EXE. These issues are the result of internal EXPLORER.EXE dependencies that cannot be resolved without rewriting large parts of the operating system kernel.
Instead, Citrix recommends you publish IEXPLORE.EXE, with the -e parameter, to provide the functionality of a published EXPLORER.EXE.

Procedure

Publish an application with a command line of:
<path to IEXPLORE.EXE>\IEXPLORE.EXE [–e <Initial drive/directory>|<URL>] (specify %windir% for the working directory).

Example:

“c:\Program Files\Internet Explorer\IEXPLORE.EXE" -e c:\

- Or -

“c:\Program Files\Internet Explorer\IEXPLORE.EXE" http://www.citrix.com
Note: Internet Explorer 7 and its later version have phased out several command line options for iexplore.exe. Obsolete as of Internet Explorer 7. - See Microsoft Development Network for more details: http://msdn.microsoft.com/en-us/library/ee330728(VS.85).aspx See CTX112195 – Error: Windows cannot find '(null)' ... when Launching Internet Explorer 7 in Explorer Mode  for other options.