Web Interface 4.6 or earlier will allow you choose "save target as" and save launch.ica which is great.
Unfortunately with the later versions of Web Inteface it is not that easy. There are ways around it though
1. Go to Manage add ons in Internet Explorer and disable the Citrix helper add on, this will allow you choose "save target as".
2. Use a different browser, Safari, FireFox and Chrome will allow you to save the ICA files
3. Turn logging on
Go to RegEdit
open the following key
The entries will be false as default but change these to True, especially logICAFile and this will copy contents of each ICA file into this log.txt file. This works very well when using PNagent
Hope that helps.
Sam Google +