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X2Go consist of several software components. The minimal requirement is X2Go Server (on the terminal server) and X2Go Client / PyHoca-GUI (on the client machine).
The minimal setup X2Go setup installs out of the box. But note that X2Go can be highly customized by a series X2Go add-on components.
At the time of writing there are two client applications available for X2Go: X2Go Client (the native client), and Pyhoca-GUI (a Python based system tray applet for X2Go).