I got it to work on my system on both the Program Neighborhood and a Web Interface (published application). All I did was publish the 3Dconnexion driver that a user can start and then launch your 3d application.
Although, I am having issues with the add-in on other systems. I keep getting the same error as you did.
"The wizard was interrupted before 3Dconnexion 3DxWare Add-on For Citrix could be completely installed. Your system has not been modified. To complete installation at another time, please run setup again."

