Unlike when you are using a Citrix Receiver where you have a direct connection to the application from your computer, Citrix HTML5 is more like looking through a window at another, remote computer that is running the application for you. As such, in order save or print things from the application, you must first save to the remote computer first before then saving from the computer into your own.
To save a file while onto your compuer when using Citrix HTML5, choose the file directory This PC > "Save to my Device" and click "Save"
Once you save, the file will save on the remote computer and the HTML5 client will initiate another download; this time from the remote computer to your device. At this point, the file will be saved in your "Downloads" folder, or you will be asked where to save it again.
As for printing, choose to "Print to PDF" as your printer when printing and then save the generated PDF file to the "Save to My Device" directory as before. Then open the file and print.