two points to remember:
1. Cygwin/X is installed via Cygwin's setup.exe and the installation process is documented in the Cygwin/X User's Guide. Whether or not you already have Cygwin installed, you can add Cygwin/X to your installation by downloading the latest setup.exe, running setup, and selecting the 'xorg-x11-base' package from the 'X11' category.
2. The X server, XWin, can be launched in several ways. One of these is by running c:\cygwin\usr\X11R6\bin\startxwin.bat (you may wish to create a desktop shortcut to this batch file so that you can launch the X server by clicking on its icon). Another way to launch the X server is by running the command startx in a Cygwin window.