I mentioned in the CloudGateway Express webinar that I would be posting a walkthrough of the installation and configuration. It is really simple to get installed and setup, but I do still plan to record a video and provide some context to the steps. Until I get that up, here is a video Alexander Ervik Johnsen posted so you can see the steps:

http://www.ervik.as/index.php/citrix-mainmenu/cloudgateway/3513-how-to-install-and-configure-citrix-receiver-storefront-and-citrix-cloudgateway