Ubuntu 16.04 Xenial is not yet officially supported by Thinlinc 4.6. However, with just some additional dependencies, it is working.
Additional packages needed:
apt-get install lsb-core python python2 python-gtk2 python-apt
Check if /var/lib/lsb exists. If not, create this directory as root.
Install Thinlinc as usual.
To have MATE as desktop environment available, use the following meta package:
apt-get install mate-desktop
In my scenario, I use a single Master server built from a freshly installed Xenial Desktop (Unity), let Unity greeter still exist and have Mate as additional Desktop to choose. Like this, my VDI is accessible on small bandwith connections and with a Raspberry Pi 2 as Thin Client using RPiTC.