It is important to enable the X protocol connection through the firewall. In the firewall settings check that VcXsrv/Xming rule is enabled for private and public use or add own rule to enable TCP ports 6000 and 6001.
Below are examples of starting the X servers from the command line
cd \Program Files (x86)\Xming Xming -ac -multiwindow -clipboard vcxsrv.exe -screen 0 1280x1024 -ac +extension Composite +extension DAMAGE +extension DOUBLE-BUFFER +extension DPMS +extension GLX +extension RANDR +extension RENDER +extension SECURITY +extension X-Resource +extension XTEST +extension XFIXES