Install Xming, then with Explorer launch Xlaunch.exe – take the defaults and save a configuration.
Then launch putty.exe – before open a connection – go into putty settings – under SSH->X11
Key is – setting X11 Forwarding on for your session. Setting your display on the client.
e.g. if your Windows desktop is: 192.168.1.7 on your server 192.168.1.19 do this: