Are you physically sitting at the Linux machine, or are you logged in remotely? If remotely, do you have an X/Windows server running on your desktop machine? If not, you need one. If you're not sure, then you probably don't.
If your desktop machine is a Windows machine, and you have never installed an X/Window server, then you don't have one. You need to install either a commercial or freeware one, and run it. That will allow the remote machine's graphics libraries to display their windows on your machine.