For sessions that run graphical applications, some adjustments must be made to the configuration:
To actually connect to a server, double click the name of the server in the Saved Sessions box, or single click it and then click Open. If will be using a graphical application, you should start the VcXsrv application before connecting.
There may be times you wish to copy/paste text to/from the PuTTY window. This can be done but doesn't work the way it normally would in Windows. Instructions can be found here on how to do this.