First you will want to start PuTTY and enter the following information:
Next you want to launch Xming using Xlaunch. xlaunch will run the display configuration setup, you can specify how windows appear. The defaults should work fine for most applications.
Once Xming is running you will see an icon on your system tray (sometimes this may be hidden under the ^ arrow on Windows 7).
Return to PuTTY, open the connection you setup earlier, log in, and launch the application you want to use on the remote server. Graphics output for programs such as MATLAB should be redirected to your client.