To change your password, do the following inside of Citrix:
Click the Citrix bar on top of the window (the one with Full screen, Window, Disconnect etc.) and you should be able to select CTRL-ALT-DELETE. See the attached image.
You should then see some options including Change Password. Let me know if it works.
Note: If your password has already expired and you can’t get into Citrix, please reach out to the help desk for assistance.