As I have explained earlier, using XDMCP to display X across Internet is basically a no-no, due to it's lack of encryption across the Internet. One way to enforce the traffic security is to use the SSH by the way of X11 tunnelling or port forwarding. SSH (Secure Shell) is developed in 1995 by Tatu Ylonen to replace the insecure telnet, ftp, scp, rcp, rlogin, rsh, etc. The first thing you need to know is that X11 forwarding using SSH is different from your regular, non-secure way of running X Window.
To start this setup, you need an additional piece of information. First, you must have your SSH package installed. In Linux, they are the OpenSSH packages. Check your distribution to decide what package you need to install (some installed it as standard packages). Secondly, you need a Windows SSH Client (other OS version, like MAC, are also available). I recommend PuTTY. It is a wonderful free SSH client and you can download them from this link. Remember to download the document and read them carefully. The other good free SSH clients are: Tera Term Pro + TTSSH: An SSH Extension to Tera Term, SSH Secure Shell Client by SSH.com (only free for non-commercial use). I will break down again into steps, so it is easy for you to follow.
Now you see the difference is that you do not see all your X Window. You are simply running X application one by one and forwarding via SSH to your local screen. Therefore, you need to know the command for running each X application. All the control are done via SSH client window. To me, the security is worthy than the slightly inconvenience!
If you are using X-Win32 and you want to use SSH with Port Forwarding, you can use this reference to set it up.
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