Link to third party site provided by a customer in case 14218518 that resolved the error for him:

2nd cause on website resolved the issue for the customer
Users may also receive the following error message when launching published applications through NFuse: ICA File Not Found.

The following scenarios are known to produce this error message; the Web pages were presented with the HTTPS protocol and the client cannot save encrypted pages to disk. When a user clicks an application icon, the Launch.ica file is downloaded from the Web server and then executed by the local client. If the NFuse Web server is using SSL (https://...) and your browser is configured so it does not save encrypted pages to disk, the Launch.ica file cannot be written to disk and the client has no file to open.

To Resolve This Issue...
On the client device, in Internet Explorer, go to Tools>Internet Options. Select the Advanced tab. Beneath the Security section of options, clear the option called Do Not save encrypted pages to disk.