When trying to launch a XenApp application, you get this error:
An error occurred while making the requested connection.
This error can be caused by 1 of 3 things. Two of those three things are covered by this article from Citrix.
If that doesn’t fix your error, it may be that there’s an issue making the connection because the XenApp server presenting the application has issues launching the application. Try logging onto the Citrix server directly and launching the application outside of the Citrix environment and troubleshoot any issues.