Firstly, if you haven’t experienced it yet, have a look at the free evaluation from NVIDIA: http://www.nvidia.com/object/vmware-trygrid.html
This is delivered using Horizon and a desktop Operating System, but it will give you a rough idea of what to expect and the types of applications you can run.
Q: Do applications like Autocad / Google Earth work properly?
A: Yes. When appropriate hardware is specified and the platform designed correctly, the application performance will often exceed that of a local workstation. This is due to several factors, not just the GPU.
Q: Are there performance issues with several clients and how sensitive is this (Since you use shared resources)
A: This will greatly depend on the application type, the workload being run and the type of hardware you have specified. There is no single answer to this, however, if one of your users kicks off a large rendering job (for example) on a Terminal Server that uses local hardware for the render (opposed to remote hardware on a render farm or similar), you will impact all users on that server. This is where you need to really understand the applications and how your users operate them, before deciding on how to architect your platform.
Q: Do all applications support XenApp which need a GPU?
A: Most applications will install on a Terminal Server, however, they may not be supported by the application vendor when deployed in this way. Likewise, there are plenty of applications that would not be suitable for a Terminal Server, even if they do install and function correctly (see above comment about rendering jobs).
Q: Does XenApp support OpenCL, OpenGL, DirectX and CUDA?
A: This should give you the information you’re after: https://docs.citrix.com/en-us/xenapp-and-xendesktop/7-12/hdx/gpu-acceleration-server.html
Q: What issues does XenApp has with GPU’s?
A: XenApp currently does not support NVEnc*. The potential for a single session to impact others, but this is not specific to GPU. Other than that, nothing else immediately springs to mind specifically regarding GPU (I may add to this later if I can think of anything).
Q: What are the limitations when using a GPU with XenApp?
A: NVEnc, ultimate performance and certain application support for a Terminal Server.
Comparison to XenDesktop
Q: When should you use XenDesktop over XenApp when delivering graphical applications?
A: You should use XenDesktop over XenApp for the same use cases as those when not using a GPU. If you want the best experience, the best performance with dedicated resources, user isolation for security and application compatibility or if there is specific functionality in a certain desktop Operating System (etc etc), then use XenDesktop. If you want user density then use XenApp. Just because a GPU is now attached, it doesn’t change when you would use one over the other. The only exception to this, is when you want to make use of NVEnc*.
Q: What are other advantages from XenDesktop over XenApp?
A: Answered above. (Application support, dedicated resources, security, NVEnc etc etc)
* NVEnc is the GPU encoding the H.264, rather than the CPU.
You can read more about that here: https://blogs.nvidia.com/blog/2016/09/14/citrix-xendesktop-nvidia-grid/
Hope this helps