Yes, this is relatively easy to do; I do it daily. I am assuming that you are connecting a MS Windows machine to view a Linux box. You do not need Cygwin or xwin32 this way.
ssh into the Linux box from the MS Windows box, and issue the command "vncserver". If vnc is installed it will give you some information about screens. If not, go get vnc and install it on the Linux box.
On the MS Windows machine, go get TightVNC for MS Windows (google it, easy to find). All you need is the vncviewer.exe file. Download it, and click on it. In the window that opens, put the IP address of the Linux box followed by ":1" like this:
It might ask for a password. It might ask you to make a new password. Do whatever it asks.
It should open a window that contains some kind of window manager from the Linux box. If there is just a single window in there it is probably TWM, the default window manager for Linux. Type the name of a program in there (like konqueror) and see what happens. Play with it for a while.
When you are done, log out of the window, and go back to your ssh session and do:
vncserver -kill :1
That kills the server. There are procedures to make Gnome, KDE, or any other window manager open this way. Look around or come back here