Okay, then once you have the Windows-hosted X server installed and running, you will also need an SSH client (many Windows users seems to like a product called putty; I'm not particularly familiar with it). You would then login to your Linux host using SSH with X tunneling enabled, and run KDE or Gnome. Most people do not do that, as it will be a bit of a mess, intermixing with your Windows desktop, unless you elect to run an X server that isolates its entire X session to a single Windows window, which I find too crowded. What most people do, and I think you will end up doing is simply running individual applications by launching them from the SSH commandline. You might find a very simple desktop (someone jump in and name a few, please) is appropriate for this situation.