The user’s VDI has a client drive redirection policy enabled, and it is set to prohibit drives. From the VDI user is not able to see his laptop’s drives ( C and D etc). This is as per design and working as expected. When this policy is prohibited, by default, the user cannot see the laptop’s drives from VDI, and also, the user cannot see the drives in any application launched from the VDI (double-hop environment). For example, the user logged into the VDI. Inside VDI, he opens a browser and opens another Citrix application (Ex, notepad) from the VDI. If the user opens the notepad app and opens the file menu/open, he cannot see the VDI drives in the notepad application.
On the VDI, goto HKLM\software\wow6432Node\Citrix\ICA client\Engine\Configuration\Advanced\Modules\ClientDrive path and change the value for NativeDriveMapping to True and restart the VDI.
Note that, this will only enable client drive redirection from the applications opened from the VDI ie., VDI to the application only. The user cannot still see the laptop drives in VDI. In the above example, after changing the registry key, the user can see the VDI drives in notepad. But in VDI file explorer, he still cannot see the laptop drives.