Microsoft documents that Internet Explorer 9,10, and 11 do not support graphics hardware acceleration in remote desktop sessions (RDS) here: https://support.microsoft.com/en-us/kb/2528233 (under the heading "Do my video card and video driver support hardware acceleration").
Other browsers such as Chrome and Firefox can be configured to enable GPU Acceleration in XenApp deployments although this functionality might be blocked by default. See:
Citrix recommends that customers seeking a hardware accelerated browsing experience use an alternative browser to Internet Explorer. Customers who would prefer this functionality from Internet Explorer are advised to contact Microsoft support.
Customers are advised to consult the wider range of known issues and limitations with particular platforms, applications, and browsers that might prevent hardware GPU accelerations. These are detailed in CTX202149 – Known Issues or Configuration Reasons: OpenGL/DirectX/GPU Acceleration Not Used.