How do I connect to Citrix VPN with IE

Citrix has the Extranet VPN solution for remote users to connect securely. This solution, however requires a VPN client to be installed on the remote PC. I have seen an installation where the user fires UP Internet Explorer to the corporate web site, then initiates the VPN connection – no client software loaded in the client PC. They use a certificate server in this scenario. How is this set up?