Use the following commands to add the ppa:x2go/stable as a package source to your local system. Before doing so, you might like to learn about apt-get, sudo and ppas

Alternatively you can also use the Ubuntu software center.

$ sudo add-apt-repository ppa:x2go/stable $ sudo apt-get update

You might have to install add-apt-repository first using:

$ sudo apt-get install python-software-properties

The X2Go related packages should now be listed calling:

$ apt-cache search x2go

Congratulations, you are now able to access the X2Go packages. You may continue by installing x2goserver, x2goclient or pyhoca-gui or any other of the available packages.

After adding the x2go PPA (see above) on your remote Ubuntu “desktop” server there are a few general steps to follow to install the x2goserver for use.

Start a ssh terminal session with the remote Ubuntu server.

If you have not copied ssh keys (see x2go wiki section called Advanced x2go Setups) in order to use automatic login by user to the remote server without having to enter their password and instead you plan to require remote users to enter both their UserID and Password on their x2go client then you will need to edit/modify /etc/ssh/sshd_config and change the entry for ChallengeResponseAUthentication from NO to YES then restart ssh (sudo /etc/init.d/ssh restart).

The next step is to install the primary x2goserver packages.

$ sudo apt-get install x2goserver x2goserver-xsession

Download the client for Windows,Linux & Mac
Source: Link