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It has a minimal install of cygwin and X. (Go to cygwin.com for more packages).
Start the X server by cygwin/usr/X11R6/bin/startxwin.bat
Notice the icon in system tray, indicating the X server is running.
An xterm will be started. From there
start, for example, an xclock by: xclock&
The X server is running in multi-window mode where each X client gets
its own window in MS Windows desktop. The startxwin.bat can be
edited; there are many options when starting the server.
This installation has a limited number of X clients and only a limited
number of Linux/Unix apps have been re-written to run in this
environment so
a better use of Cygwin/X is to run the X server, connect to and login
to a Unix/Linux system and run all the apps and a desktop there but have
the I/O done at your workstation running X, turning the MS Windows
into an X terminal.
To do so, edit the cygwin/usr/X11R6/bin/startxdmcp.bat to indicate the
IP or hostname of the system to connect to. Run this to start the X
server.
The system you're connecting to must allow remote conenctions (via the
XDMCP protocol). One way to allow is GNOME's "Login Screen" | Remote
tab | un-disable it. The default configuration of XDMCP works ok.
Firewall has to allow UDP port 177 and TCPport 6000 in.