Guillermo created a single exe file which works without installing anything on your citrix server which is very nice cause you don't want unneeded programs on your servers. I tested the script with exporting a single policy on a Xenapp4.5 farm and importing it to a Xenapp5.0 farm. The policy was backuped quickly to a xml file and imported very quickly also. I simply copied the executable and xml file to my Windows Server 2008 XenApp5.0 server and executed it there. it ran without errors and the policy popped up :)

You can find the tool here a long side with a load of other utillities which might be usefull. Also a manual is avaiable what it does check the learn more in the CTX Policies Manager section.

The script is very usefull to migrate policies from a testfarm to a productionfarm so you can create a develop , test and production environment very easy.