In the middle of the screen, you will see a black drop down. These are additional controls for Citrix.
By clicking this drop down you will have access to the Full screen button which will allow Citrix to take over the entire screen or even become a window like other applications.
To have Citrix span multiple screens, change Citrix into a Window and stretch that window across both screens, then select the drop down and select Full Screen. This will allow Citrix to take over both screens.
To return to a windowed application select the drop down and select Window.
To return to a single screen, adjust the window to be inside one screen and then go back to Full Screen.