So you can remotely access the data as if you were in the office. But, you want to have the list locally on your Mac and not using Citrix, correct? If so, there probably isn't another way to access it, since the application you use in Windows probably doesn't have a Mac version, and the list file may be a proprietary format created for use with that particular app. Also, the file itself or the app may be hosted on one of the network drives/servers, or require other Windows-only software/processes such as ActiveX, .NET, etc.
Because it can be difficult to diagnose this way, I would lean towards no, other than via Citrix Receiver. If your company has an IT department, they may have other solutions that may work for you.
Hope that helps,