The drag and drop feature works differently depending on the Horizon Agent version and how it is configured.
With Horizon Agent version is 7.9 and later, you can drag and drop files, folders, text, rich text, and images between the client system and remote desktops and published applications. With Horizon Agent 7.7 and 7.8, you can drag and drop only files and folders between the client system and remote desktops and published applications. Earlier Horizon Agent versions do not support drag and drop.
Depending on the Horizon Agent version, a Horizon administrator can use certain group policy settings or Smart Policies to configure drag and drop behavior. For complete information about configuring the drag and drop feature, see the Configuring Remote Desktop Features in Horizon 7 document for your Horizon 7 version.