http://www.math.umn.edu/systems_guide/putty_xwin32.html
X Forwarding with Putty on Windows
Intro to X Forwarding
Unix machines have been able to run software on a remote machine and display the GUI locally for almost two decades. Linux and Mac OS X support X Forwarding with no extra software. Any terminal on Linux should do X Forwarding, Mac users need to run "Applications > Utilities > XTerm". In a command line terminal run "ssh -Y jdoe@compute.example.edu matlab" and you'll be running matlab on "compute.example.edu" but seeing it on your desktop.
Windows users need two pieces of software: an secure shell program (ssh) to establish the remote connection and an X Server to handle the local display.
Prerequisites
Putty for SSH
Xming for the XServer
Configuring Putty
Add Unix hostname
Switch Protocol to SSH
Type name of session in saved sessions
Click 'Save'
Expand the 'SSH' tab from the 'Category' list
Choose 'X11' from 'SSH' list
Check 'Enable X11 Forwarding'
Choose 'Session' from 'Category' list
Click 'Save'
Starting the X Server on Windows
Configuring Xming
Just run "All Programs > Xming Xming" and it should work if you've got PuTTY configured.
Connecting
Start Xming
Start Putty
Double click on the saved session you want
Enter username and password as requested
You should now be able to run X applications from the host
on your local desktop
William S. Bear
v1.1
Feb 27, 2006
Edited:
Aaron E. Fesperman
v1.2
July 30, 2012
http://www.zw1840.com/blog/zw1840/2008/10/putty-xming-linux-gui.html