How to guide : Graphical desktop (X Windows System) access to Azure Linux VM

From the client,
Download x2goclient, https://wiki.x2go.org/doku.php/doc:installation:x2goclient

From the server
Install X2Go Server
sudo apt-get install python-software-properties
sudo apt-get install software-properties-common
sudo add-apt-repository ppa:x2go/stable
sudo apt-get update
sudo apt-get install x2goserver x2goserver-xsession

MATE Bindings
sudo apt-get install x2gomatebindings

KDE Plasma Bindings
sudo apt-get install plasma-desktop

XFCE Bindings
sudo apt-get install xfce4

LXDE Bindings
sudo apt-get all x2golxdebindings

RDP Bindings
sudo apt-get install xrdp

Check if x2goserver is running
ubuntu:~$ service --status-all | grep x2go
 [ + ]  x2goserver