Installing Xming for X11 graphics on Windows
Go to: http://www.straightrunning.com/XmingNotes/ and download the Public Domain release of Xming.
This will download an installer program. Run the installer and then go through the initial setup (if it doesn't run after installation, run the "Xlaunch" program). This will go through four settings, the defaults are all fine so you can just click "next" on each screen:
After this, Xming can be launched from the Windows Start Menu:
You can also use the System Tray to see if Xming is running: