There are several ways to do that, NX
You can also connect remotely to the Xserver, never tried so I can't help you with that.
Another possibility is X-forwarding over ssh, meaning you start the application on server but get it displayed on your desktop.
To do that, login with "ssh -Y" (X must of course be running on the server).
Then start the application from terminal, and it will show up on your screen.
Oh, and you might have to enable X-forwarding on server:
Check /etc/ssh/sshd_config, it shall have a line