Unfortunately they don't offer a guide, just a mention of it working.
Citrix Hypervisor supports Intel’s virtual GPU (GVT-g), a graphics acceleration solution that requires no additional hardware. It uses the Intel Iris Pro feature embedded in certain Intel processors, and a standard Intel GPU driver installed within the VM.
However, they don't actually offer a guide on HOW to set this up besides offering some tips on how to setup BAR in the UEFI settings to change how many vGPU's it will support. I've enabled Above 4G Decoding, Re-size BAR Support and set the Aperture Size to 512MB but that doesn't seem to enable the vGPU options XCP-ng Center or XO. I'm assuming I need to enable it manually on the underlying OS before XCP-ng can see it.
Note that the Intel GPU pass through is GVT-d NOT GVT-g. If you use GVT-d (AKA, just your regular PCIe pass through) obviously then I wouldn't be able to use the GPU for the the XCP-ng console on the machine itself. I'm comfortable on how to set that up but I really need the console available on the hypervisor for my use case.
This video (in German) demonstrates setting it up in XCP-ng center.