Log into your Citrix account, then open the available (published) program in question. To determine what server you are connected to, you need to open Citrix Connection Center while the published application is open. The navigation steps can vary by Citrix version, so the steps for two recent versions of Citrix Receiver are below.

1a. Right click on the Citrix Receiver icon in system tray (lower-right) and select About.

2a. In the About Citrix Receiver window, expand the Advanced option and select Connection Center.

1b. For the slightly older version of Citrix Receiver, right-click on the Citrix Receiver icon  in system tray (lower-right) and select Preferences.

2b. In the Citrix Receiver - Preferences window, go to the Plug-in status tab and select Connection Center.

From here it's the same for any version.

3. In the Citrix Connection Center, you'll see what Server Farm to which you are connected. It is the folder/category that starts with D2PCTX (in the sample below, the Citrix Server Farm is D2PCXTAFRM011).