How to ssh to a server which I can not directly reach?

You can use the following command to set up an SSH tunnel from the remote server to your local machine:

$ ssh -f -N -R 1234:localhost:22 user@your_machine_ip

When the tunnel is set up, you can simply ssh to your remote server using the following command:

$ ssh -p 1234 user@localhost

Please note that you need to set up ssh keys for automatic login (no password prompt). If you want to create the SSH tunnel interactively, you can remove the options -f -N. For more info, man ssh.

If you are running a newer version of OpenSSH (7.3+) then you can use ProxyJump which bakes everything together magically:

ssh -J windows_machine remote_server

Which in your ~/.ssh/config looks like:

Host remote_server
        HostName remote_server
        ProxyJump windows_machine
        User myname

ProxyJump supports full SSH syntax, so if you are jim on windows_server and it uses port 2222 for ssh. remote_server is at IP 192.168.0.110 from the windows_server then you can write:

Host remote_server
        HostName 192.168.0.110
        ProxyJump jim@windows_machine:2222
        User myname

And still just run ssh remote_server to get there.

If you are running an older version of SSH, use ProxyCommand - this allows you to tell SSH to first run a command to establish a proxy connection, before running the actual SSH command.

ssh -o ProxyCommand='ssh -W %h:%p windows_machine' remote_server

This uses the SSH -W option, which is shorthand for the more arcane netcat syntax.

Note that, as when you run ssh remote_server you are now on the windows_machine you need to ensure that you use the IP of the remove_server from the jump box rather than the IP from your machine - these may well be the same.

You can then add this directive to your ~/.ssh/config file:

Host remote_server
  HostName remote_server
  User myname
  ProxyCommand ssh -W %h:%p windows_machine

This means that if remote_server is a different machine as seen from windows_machine then you can put that in the config and still just use ssh remote_server.

Rather than trying to circumvent things and create a convoluted path, can't you just ask for SSH from your desktop to the server to be allowed? If you have the need for it and you should be accessing the server I can't see why you would have the request refused.