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).