You might want to read
this post or
this one for a brief explanation how X-Windows works and what the words mean.
Contrary to what vpundit says my opinion is that the AIX GUI (the one called AIXWindows) is a very useful one. If i could get it on my my laptop i would choose it any day - and twice on sundays - over these convoluted desktop systems like GNOME, KDE and whathaveyou. (Alas, modern Linuxes refuse to fully work without having such resource sinks running, which makes you wonder if they are any better than the glorified graphical interrupt handler from Redmond, but that only as an aside.)
But as you most probably have no "lft" (terminal which could be switched into a graphical mode) installed in your AIX box the discussion is academic because you probably lack the equipment to run AIXWindows on the AIX box. The second best option is to run some Linux from your desktop system (PC, Laptop, ...) as any Linux system has some installable X-server you could use. Another option is to install some X-server program on top of what you run right now (i suppose it to be Windoze). There are several to choose from, arguably the most prominent being Hummingbird Exceed. Install this or some equivalent program and you can display X-clients like "xterm" at your display.
"Smitty" is a very good tool to carry out system administration tasks, but will help you nothing if you want to use the system like a user does. You can create and change network interfaces there or create and change file ystems, but you will not find a dialog like "to write a letter click here". If this is what you want to do get a book like "Unix for Dummies" or something similar and read that.
I hope this helps.
bakunin