A User launches a Published Desktop and tries to download a file from a file share but is met with the following error, " Cannot Transfer file. This action is blocked by your organization's Policy"

Example:

Review Citrix policy to confirm whether the download location of the file is enabled or prohibited.

Example:
Users are accessing a file store located on another Desktop
Ensure that the policy "Download file from Desktop" is enabled and set to Allowed and not set to Prohibited 

Additional note:
Ensure that the Drag and Drop policy is enabled and set to Allowed