'Couldn't connect to display ":0.0"' error on Cygwin

I'm trying to run tclsh with tk and I get a display error: no display name and no $DISPLAY environment variable Then I try the following: export DISPLAY=:0.0 And of course it says it couldn't connect to display ":0.0". The Cygwin/X server has been installed strictly according to http://x.cygwin.com/ . But it is documented nowhere how to start this Cygwin/X server. So I assume Cygwin/X server is started when Cygwin is started. What do I need to do to make this work?