well, i'd reccomend first of all to run init 5 to start up so the gui is running, as for running the gui on your windows box, it depends on what you need to do, there are 2 sollutions that i can think of off hand. first there is the free way, VNC.
www.realvnc.com
then there is the pay way.
http://www.microimages.com/mix/ or comperable X server, although i'm sure there are free X servers out there soemwehere