From the client,
Download x2goclient, http://wiki.x2go.org/doku.php/doc:installation:x2goclient
From the server
Install X2Go Server
sudo apt-get install python-software-properties
sudo apt-get install software-properties-common
sudo add-apt-repository ppa:x2go/stable
sudo apt-get update
sudo apt-get install x2goserver x2goserver-xsession
MATE Bindings
sudo apt-get install x2gomatebindings
KDE Plasma Bindings
sudo apt-get install plasma-desktop
XFCE Bindings
sudo apt-get install xfce4
LXDE Bindings
sudo apt-get all x2golxdebindings
RDP Bindings
sudo apt-get install xrdp
Check if x2goserver is running
ubuntu:~$ service –status-all | grep x2go
[ + ] x2goserver