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Download the .repo file and save it to the correct location:
wget -O /etc/yum.repos.d/x2go.repo \ http://download.opensuse.org/repositories/X11:/RemoteDesktop:/x2go/RHEL_6/X11:RemoteDesktop:x2go.repo
Substitute RHEL_6 by the tag for the distribution you are actually using. Available ones are: Fedora_18, RHEL_5 and RHEL_6. Note that not all of X2Go is provided for RHEL 5/6, as these distributions are very old and therefore more work-intensive to develop for.
Hint: If you are behind a proxy, make sure the proxy is defined in /etc/yum.conf. Standard yum repos do not use the same connection mechanisms as RHN channels.
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.