install ubuntu os and run x2go client from memory stick
Booting os from a memory stick and logon to cloud pc.
1. See for example http://www.pendrivelinux.com/universal-usb-installer-easy-as-1-2-3/ concerning how to prepare a memory stick with linux os.
2. During install, remember to set persistent file size larger that 0 MB to be able to install additional programs on memory stick
Note that you should first download iso image. Iso image can be downloaded from for example http://www.ubuntu.com/download/desktop
3. After installing os on memory stick, boot os using the memory stick. You may have to press F2 after pc startup and choose that you would like to boot your pc from the memory stick.
4. Install X2go on memory stick after memory stick boot
Example installing x2go on a memory stick with ubuntu os:
Connect to internet, Choose ubuntu software centre in menu, choose all software/Internet/All and navigate to X2Go Client and choose Install. Alternatively, enter X2go in find window to locate program.
5. After installing X2go client on the memory stick you can logon to your cloud pc using the memory stick.