Clipboard virtual channel does not support copying a file or a folder from a session to your local device (and vice versa).
 

Citrix Workspace app for Mac supports copying the contents of a file from a session to your local device (and vice versa) through the clipboard virtual channel. However, copying a file or a folder from a session to your local device (and vice versa) is not supported through clipboard virtual channel.
To do this, use the Client Drive Mapping feature. For more information, see mapping client drives.