The X Window System is designed to permit a client program (the compute engine) to display on a server system (your personal computer).
(This mapping of client/server may seem a bit bizarre to some because they think of the server as being "somewhere else". But by making the keyboard/mouse/display the server, the X designers promote the idea that display is a service.)
For instance, if we're trying to work on remote (often Unix) system (which has the appropriate architecture, storage, database, compilers, editors, etc. for our project) from Windows, we want the remote system to display results on our local screen.
By telling the display utility to paint on our local screen, we're asking that the X protocol be used to ask our local server to show the results.
You need to install Cygwin and Cygwin/X