1. Install xming
  2. Set up putty, use x forwarding, diplay loc localhost:0.0, rest is default
  3. Start xming
  4. On centos:
yum install xorg-x11-fonts* libXtst xorg-x11-xauth xorg-server xclock

Test using xclock. If $DISPLAY is not set you did it wrong. You can also test mobaxterm, it works well.

By karlo