This looks like a permission problem if you are sure that your local Xserver is up and running. Running a Xserver on a host usually needs to be permitted so that clients can access it.
Ony Unix/Linux and Cygwin you have to issue the command
xhost + for example, to allow any host to use the local Xserver to display the output of the Xapplication.
I do not know Xming since I am using the Xserver from Cygwin on my Windows box, but I guess there should be some similar security filter for which host can connect to your Xserver.
I found this, which seems there comes a
xhost with Xming:
Xming - PC X Server - Trouble?