Xwin is a an X-server for winblows that runs on a local machine. If your X-server accepts connections from a certain IP, it can display graphical items.
If your local machine is a linux machine, then the X-client (on the remote machine) should be given access to the X-server (on the local machine) with the 'xhost IP' command. (I know it's confusing with the server being the local machine and the client the remote machine but if you think about it, it's right ;-))
In your case this isn't needed since you're running xwin on a windows system.
What you need is getting xwin to run (without connecting to a server)
Just get it to run so an icon is displayed next to your clock.
Then you need a ssh, rsh or telnet program. putty is a pretty good and FREE program (
https://www.chiark.greenend.org.uk/~sgtatham/putty/)
Make a connection to your server with the program (locally, it doesn't matter but over the internet you should use ssh).
Now the only thing you have to do is telling the X-client on the remote machine where you want your graphical windows. This information can be given through the environment variable DISPLAY.
setenv DISPLAY xxx.xxx.xxx.xxx:0.0 (with xxx.xxx... your IP and the :0.0 behind it) in rxvt terminals
and set DISPLAY=xxx.xxx.xxx.xxx:0.0 in bash if I remember correctly.
check it with echo $DISPLAY to see if it's correct.
hope this helps a bit!!!
Antharax