cat /etc/debian_version
9.6

uname -a
Linux tce 4.9.0-8-amd64 #1 SMP Debian 4.9.130-2 (2018-10-27) x86_64 GNU/Linux

dpkg -l | grep live-build
ii  live-build                    1:20170213                     all          Live System Build Components

dpkg -l | grep bash
ii  bash                          4.4-5                          amd64        GNU Bourne Again SHell
ii  bash-completion               1:2.1-4.3                      all          programmable completion for the bash shell

Your Haque seems it turned out. Assembly began. Build is done ended:./live-build-x2go-20190115182341'
In live-build-x2go-20190115182341 directory (but not live-build-x2go-20190115182341-netboot-amd64-openbox-magic-pixel-workaround-stretch. Can do it important?) I have x2go-tce-filesystem.squashfs, x2go-tce-initrd.img and x2go-tce-vmlinuz files

I installed lighttpd and tftpd-hpa (got used already), in them created subdirectories of x2go-tce and in them copied files as you spoke.
My dhcp server is configured on loading by the thin client of the pxelinux.0 file Where to take it to me? It is necessary to download from the website syslinux or it was necessary to set at first tce-classic and to take directories from its boot?

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С Уважением Строганов Роман