How can I run an OpenGL application installed on a linux machine from my windows machine?

Solution

I installed two pieces of software:

PuTTY

XMing-mesa The mesa part is important.

PuTTY configuration

Connection->Seconds Between Keepalives: 30
Connection->Enable TCP Keepalives: Yes

Connection->SSH->X11->Enable X11 forwarding: Yes
Connection->SSH->X11->X display location: localhost:0:0

Lauching

Run Xming which will put simply start a process and put an icon in your system tray. Launch putty, pointing to your linux box, with the above configuration. Run program

Hopefully, Success!

If you want the OpenGL rendering to be performed on your local machine, using a Windows X server, like Xming is a good solution. However, if you want rendering to be done on the remote end with just images sent to the local machine, you want a specialized VNC system that can handle remote OpenGL rendering, like VirtualGL.

You could also use VNC ( like cross platform remote desktop ) X is more efficent since it only sends draw commands rather than pixels, but if you are using opengl it is likely that most of the data is a rendered image anyway.

Another big advantage of VNC is that you can start the program locally on the server and then connect to it with VNC, drop the connection, reconnect from another machine etc without disturbing the main running program.