They are created by Citrix policies during log on process. The policies are applied on the basis of user group or client IP address or which server they connect to etc. Check out the filters on Citrix Policies.
It is very common to have each floor of a building have an IP address range of something like 10.10.10.x and a couple of enterprise size printers in a print room. You set up your Citrix policies so that any client computer in the 10.10.10.x range will get these printers regardless of what other printers they have.
Session printers use native print drivers not the Citrix Universal Print Driver. So you have to install print drivers - Just a reminder here that print drivers are the root of all evil and the only reasonably certain source of good print drivers is the Windows 2003 or 2008 Server disk.
Set up a print server especially for Citrix printing and install Citrix XenApp (Presentation Server) on it. This will become a specialist Citrix Print server and you are going to become the "Driver Nazi" not allowing any normal Windows Administrator to add printers to the box using some driver they just downloaded from the Internet.
Add your printers to the server only using drivers that are known to be safe in the Citrix environment. Note here for all the Konica printers I have just used HP LaserJet 4 drivers from the Windows 2003 or 2008 server CD. Yes, I know you lose features but you gain things like your print spooler will stay up. (Notice I only have 4 drivers on this server for all the different types of printer.)
Do not List in the directory as shown below. You don't want users connecting their normal printers to your Citrix print server.
Having installed these are local printers on your Citrix Print Server the Citrix Management Console is now fully aware of the printers. There is no need to import a print server. It is dynamically aware of changes when printers are added and removed. Not many people do this but it works really well.

Go to the Citrix management Console and create a policy for each floor or remote office to add Session printers. Don't forget to modify the Settings to set them to A4 not Letter.

There is lots of flexibility in how these policies are applied but most often you will apply your new Session Printing policies.
The last thing you have to do is replicate the drivers from your Citrix Print Server to your other farm servers.
Let me just warn you again before you get "driver replication happy" that many print drivers are the "work of the Devil" designed to torment poor innocent Citrix Admins.
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