Till xenapp 6.5 we had a nice way to publish links and content. But from xenapp/xendesktop 7.X, we dont have this facility. So, we have to publish your share path as an application.

Create new app, as shown below:

Provide required permissions on your share folder to user group. Also, create registry key LogoffCheckerStartupDelayInSeconds as given in this citrix article:  https://support.citrix.com/article/CTX128009

After this is done, your share path should open from a server session as a regular app.