Using ThinApp in a terminal server and Citrix environment is more or less identical to running ThinApp in VDI, from a design point of view. The few considerations you have to make for VDI is true for terminal servers (TS) as well. One thing that might complicate a TS implementation is the fact that you are often running it on a 64-bit operating system. You may have to tweak your packages to support a 64-bit environment. If you are using Citrix XenApp, you publish a ThinApp package in the same way you would publish any other application on your XenApp server. When you are asked to browse to your application, simply paste the path to your package's entry point on the network share and you're good to go.
I definitely recommend streaming ThinApp packages onto your terminal server/XenApp. In that case, management and support are so much easier. You can place the network share on the same high-speed backbone as your TS environment...