X Server for Windows?
- Install Xming and Putty in Windows.
- Have a terminal server running under Linux.
- Execute Xming under windows: double click the X icon.
- Execute Putty: configure it to connect your server Ip and to forward the X11 to your Windows machine IP.
- Login and run the Linux application.
Source: http://ubuntuforums.org/showthread.php?t=225898
you can run both ssh and X in cygwin