I assume that you are connecting to the remote host via SSH, and that you have X11 forwarding activated.
In a Cygwin terminal you would then type xhost +
to open up access to your X11 server from anyone that can connect to your IP over a network. This turns off access control. It is therefore wise to firewall off anyone that you do not trust.
After that you should be able to launch additional X11 applications that will display on your local X11 server.