I'm trying to install these cmdlets from: https://www.citrix.com/English/ss/downloads/details.asp?downloadId=1687620.  Obviously I can install the msi, but how do I add the snapin to use them in the PS console?

That link requires an account, which I might sign up for later.

If you run this command, does it show anything relevant:
PS>get-pssnapin -registered

the command you listed showed that it was properly registered, but through some searching, i found the answer

After installing the XenApp Commands, open "Windows PowerShell with XenApp Commands (CTP2)" from Start menu -> programs -> Citrix -> XenApp Commands

There's various reasons for not using their shortcut that I won't go into now, but if you should ever want to use the "main" powershell window, then you can just type add-pssnapin and voila, there are your cmdlets.