You should be able to install the plugin in the copy of FMP that is installed on the Citrix box. Put it in the Extensions folder inside the actual application folder. I have done this on Citrix without issue with FMP11. One thing to consider though, is that in a Citrix environment, you are serving more than just one user. You will likely need a multi-user/server/site-license version of your plugin.
thanks Doug, I'll check it.
Client is aware that multi-user site license is required ( although this is a bridging setup as they are dumping FM in 6 weeks)