1) Go to Star Menu\Programs\REmote Software\Unix & Linux XServers\Xming
2) run Xming  (This is the Xserver required to allow the redirection). Once is running it will appear on the lower right of the task menu


3) (optional you can skip to step 4) Create a SSH key to automatically login to a Unix/Linux machine. .


4) Configure Putty to connect to a Unix/Linux Client.