1. Open an terminal and enter:

on ubuntu 12.04:
sudo add-apt-repository ppa:freenx-team/ppa
on ubuntu 14.04:
sudo add-apt-repository ppa:freenx-team/trusty

sudo apt-get update
sudo apt-get install freenx-server 
sudo dpkg-reconfigure freenx-server

Troubleshooting on Ubuntu:

Error message:

failed to load session gnome fallback

sudo echo -e "\n#Use unity 2d for client sessions\nCOMMAND_START_GNOME='gnome-session --session=ubuntu-2d'"|sudo tee -a /etc/nxserver/node.conf

hint: enter your sudo password twice (hit enter also twice).