These client programs would allow you to connect to one of the lab machines and run pretty much any commands that you can run as if you are physically in the lab. In some of these programs (e.g. ssh) and while you are connected to a lab machine, you can open a file transfer window that would allow you to transfer files back and forth between your home and the lab machines. However, one thing that is missing is X terminals; you won't be able to open a new X terminal (e.g. firefox, sketchpad, etc.) unless you run an X server on your home machine. There are different X server out there, but a free one for Windows which seems to do a good job is Xming (thanks Yang for pointing it out).
To use the full functionality of a lab machine, you would run the X server before firing the ssh client. Note that you need to set 'tunnel X11 connections' in your ssh client before you can open terminals.
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Prepared by Davood Rafiei (Sept 10, 2009).