Xming allows Windows machines to display a graphical Linux program which is running on a remote Linux server. You can download Xming <ahref="http://www.straightrunning.com/XmingNotes/"target="_blank">here</a>.
To enable Xming in the PuTTY configuration, navigate to "Connection > SSH > X11" (left side panel), and check the box "Enable X11 forwarding". If you save this configuration to your session, you only need to do this once.