Linux to Linux remote application viewing is simple: Use secure shell with the -X switch to tunnel X from one machine to the other. Linux to Windows isn’t as simple because, without help, Windows has no way of rendering X applications on the desktop. Fortunately there are ways to do this.
There are many reasons why an administrator would want to be able to run Linux GUI applications from a Windows machine. Say, for example, you have a GUI-enabled Linux server that you run headless. Instead of attaching a monitor you can just log in from your Windows machine and run the Linux application. It’s not really that difficult.