I have moved to a citrix farm to access my apps, before I created a shortcut to open new email in MS Outlook?

If I understand you correctly you are now using a Citrix application server to access all programs? That being the case your IT dept. would have integrated Outlook mail server (Exchange) into the Citrix system. You would no longer access your mail from a local drive (C:) but through the Citrix server. Once you find the app on the server you should be able to create a shortcut easily.