Another nice Article written in French by Frederic Serriere (Escalation Engineer, Citrix) on Doctor-Citrix.com

To Start a Application on a specific Monitor You'll need

On XenApp 4.0, You'll need hotfix PSE400R03W2K3030 (or PSE400R03W2K009) or later.

On Client Side, You'll need ICA Client 10.100 or later.

Then, on the Server, You'll have to set the DefaultLaunchMonitor DWORD value in the following Registry Hive :

HKEY_LOCAL_MACHINE\SOFTWARE\Citrix\CtxHook\AppInit_Dlls\Multiple Monitor Hook

Scenario 1: All Published Applications will launch on a specific Monitor

Add a DWORD Value DefaultLaunchMonitor with one of the following settings :
0x0 : Launch Applications on the Primary Display Device
0x1 : Launch Applications on the Secondary Display Device
0x2 : Launch Applications on the Third Display Device

etc...

Add a DWORD Value DefaultHooks which can have one of the following settings :

0x1: Maximize the Application Window on the Correct monitor
0x400: Center Child's Dialog Boxes
0x800: Launch Published Applications on a specific Monitor
0x0: Disable Multi Monitor Support

Note : Regarding these values, using 0x800 only should work but won't be enought to get it to work correctly.

Why ? : Because actually we would need : 0x800 AND 0x1 AND 0x400

So the correct value to Set is : 0xC01

Scenario 2 : Only one application should be launched on a specific monitor

Add a DWORD Value DefaultLaunchMonitor with one of the following settings :
0x0 : Launch Applications on the Primary Display Device
0x1 : Launch Applications on the Secondary Display Device
0x2 : Launch Applications on the Third Display Device

etc...

Add a DWORD value called [processname.exe] which can have one of the following settings :

0x1: Maximize the Application Window on the Correct monitor
0x400: Center Child's Dialog Boxes
0x800: Launch Published Applications on a specific Monitor
0x0: Disable Multi Monitor Support

Same rules applies so for example :

To force Notepad to launch on a specific, we'll have to create a DWORD value called [notepad.exe] set with 0xC01