When using a Chromebook or Chromebox, the Windows button (or equivalent Search button) is utilized by the foreground OS (Chrome OS) and not the Horizon Desktop.

Enable Windows Key Functionality

1. Open the Settings dialog box (gear) from the Horizon client.
2. Click the slider to Enable Windows Key for Desktops.
   
   
   
   
3. Use CTRL-WINDOWS (or CTRL-SEARCH on a Chromebook) to activate the Windows key functionality.