When installing the HDX Experience monitor for XenDesktop it is possible you receive the following error message:

An error occurred trying to download “http://hdx.citrix.com/sites/default/files/hdx-monitoring/HDX Experience Monitor.application”.
See the setup log file locates at “<location>\install.log” for more information

Cause
You’ve downloaded the wrong installer, or are having some problems with your internet connection (perhaps using a proxy which has not been configured correctly?).

Solution
The correct installers are available here:
HDX Monitor for x86 (32-bits)
HDX Monitor for x64 (64-bits)