Bingo! I downloaded pxelinux.0 C of the website syslinux, renamed the x2go-vmlinuz files into vmlinuz, x2go-initrd.img in initrd.img, made simlink and loading of the thin client began. Now on the thin client I see the console "localhost login:" Sometimes it is very quickly visible some blue screen and again the console.
I think it well! Probably it is necessary to specify the address x2go server (I have pxe and x2goserver different ip) How to make it?
-- С Уважением Строганов Роман