If, however, the Citrix or RemoteApp environment hasn't been set up properly, then this can lead to security problems such as arbitrary file upload and running commands remotely. I'm not going to look at macro security, even though this can lead to complete compromise of a system. However, what some people are not aware of is that you can upload files through the Open and Save As dialogs in Office. These files can then be executed on the remote system through the same dialogs.
The figure below shows the options in the Open dialog of Word, with All Files (*.*) selected as the file type and having navigated into the Windows directory. Selecting either Open or, in this case, Run as administrator will execute the application. The same could be done with a batch file or script file after first uploading it by copying and pasting into this same dialog. Arbitrary files can be uploaded to a remote system and executed in this way.
What if you don't have direct access to Office applications? If they are installed on the system, you may still be able to exploit this. Consider Internet Explorer for instance. If this application is delivered remotely and Office is installed on the system, then you will probably have the option to edit the page in Office as the screenshot below shows, with the 'Export to Microsoft Excel' option in the context menu.