Download and install Xming from
here. Don't install an SSH
client when prompted during the installation, if you are prompted
for Firewall permissions after installing Xming close the window
without allowing any Firewall permissions.
Open your Ubuntu terminal and install x11-apps with the command: sudo apt install x11-apps -y.
Restart your terminal, start your Xming (there should be a desktop
icon after installing it). You should now be able to X-Forward
displays from the HPC when you log in (assuming you have completed
the terminal setup instructions found
here).