Step 2: Click “Save File”. Once the download is complete, run the setup.exe file.
Step 3: Accept all defaults (click okay at each step of the install). Local Administrator rights required for a normal install
Step 4: You're done! Now, under the start menu, search for “X2Go Client”. Clicking it will start up the client for the first time. Check out using X2Go for details on how to setup and use the program.
In x2goclient's configuration menu (_not_ the confguration dialog for a single connection) change the xserver configuration to the freshly installed vcxsrv