Xming is an X Server which one might need when working with unix systems.
It is claimed to be portable as well (I haven’t tried the portable part).
Configuration is done by a wizard (below).
Wizard also gives option to define where to connect, and which program to open at connection (like xterm below). Wizard also asks about clipboard sharing, which makes it easier to operate unix from MS windows. (Clipboard issues are common in cross platform operations).
If using Multiple windows, then one can open individual windows for each remote program. When using Fullscreen, one would also a X Window Manager program to manage windows. (Most system do have xkill program, which might be helpfull to remove windows when no window manager is running. When there is no window manager, then one cannot close or move windows 🙂 )
xclock is the other commonly available program to test your X Windows when logging into new system.