Hi @apillai, as long as the database Server, which you mention is hosted in a Citrix environment is accessible (i.e., are the ports open for communication?), then it should be no different than connecting to a SQL connection hosted in a non-Citrix environment. The machine hosting your Alteryx Designer will have to have the database drivers installed, a database account that can read (and optionally, write) to the target database.
A good first stop should be the Data Sources help page...find your target database type, and click the link. You will find out what versions are supported, links to download database drivers, etc. https://help.alteryx.com/current/designer/data-sources
Regards
