Getting X11 forwarding to work in Cygwin
Introduction
You have a remote machine that has an X11-based program that you want to open in Windows.
Execution
Follow these steps to get it to work:
# A bunch of status will print to stdout.
XWin -multiwindow &
# This is case sensitive.
export DISPLAY=:0.0
# You should see something like "debug1: Requesting X11 forwarding with authentication spoofing."
ssh -Yv myhost
Try a simple program to test it. I like to use xterm.