First, use RunXMing to launch PuTTY, or run PuTTY manually. Connect in and start a VNC server as described here.
For Host Name (or IP address) enter: the computer you connected to above. LNX201 is a good choice.
Click on Tunnels in the menu on the left called Category (under Connection->SSH->Tunnels).
For Source Port enter: source port as found above.
For Destination enter: ComputerName:5900 (e.g. pc208:5900). If you have multiple sessions / servers, you'll have to increment the port number.
Click the Add button.
In the Category menu on the left go back to the Session choice (you may need to scroll up to see Session).
For Saved Sessions give a name and click Save. (The next time you run Putty you'll just need to select the saved session and click on Load to restore these settings.)
Next, click on the Open button.
You'll see a command window and then a Security Alert about the host key not being cached. Answer Yes to the security alert (as a rule this should not show up in the future when you launch Putty).
You will then be prompted for your CLASSE user name and password. Enter them.
You should now be able to start the VNC client on your Windows machine, and connect to localhost:port (or *localhost, depending on your VNC client). The port is defined above.