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?

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