You may try MobaXterm : it is a single executable with no setup required, there is no need to configure anything, you just start it and you have a cool SSH client with a full X11 server correctly configured.
- Download and run MobaXterm
- In MobaXterm terminal, just type your ssh command
e.g. ssh root@myserver
- type xclock
It's just that simple: your xclock application will be displayed on your local computer. No need to change your DISPLAY environment variable, MobaXterm will handle this for you.
I hope this helps!