Before you can use the client-side printing feature in X2Go, you have to make sure X2Go Printing has been configured on the server.
From within an X2Go session, simply print something (a web page, for example). The X2Go Server's print dialog box appears and it should of a Virtual X2Go Printer (the name of the printer can be arbitrary, ask you site administrator for the print queues name).
Send your print job to that Virtual X2Go Printer and wait for the print job to be processed by X2Go Client / PyHoca-GUI.