I am assuming that you have already complete the first part of the setup: Link
Step 1. Open the Citrix Desktop Studio and then click on Quick Deploy
Note: In order to get the XenDesktop to connect to vSphere 4.1 you have to modify the SDK proxy. Here are the instructions to get it to work properly.Log into the vCenter Server and navigate to the folder where the proxy.xml file is located. "c:\ProgramData\VMware\VMware Virtual Center\". It is probably in your best interest to make a backup of the file before you make any changes. Now using WordPad open the proxy.xml. Look for the following:
Make sure that the is set to httpAndHttps like the above code. Then save and restart the vCenter Service in the Windows services section.
<e id="5"> <_type>vim.ProxyService.LocalServiceSpec</_type> <accessMode>httpAndHttps</accessMode> <port>8085</port> <serverNamespace>/sdk</serverNamespace> </e>