Although nobody answered, let me post my findings, in case someone else comes across the same problem.
OpenSSH provides ssh.exe, a command-line ssh client more or less identical to the linux variant which works nearly perfectly in regular cmd.exe and powershell also (a few things don't work exactly the same way, but I guess it is as close as native windows command-line can get to a linux terminal.
X-forwarding works just right if you have a DISPLAY environmental variable set up to "localhost:0.0". (I have not found any documents about this, but I took a shot and got lucky.)
Unfortunately I have not been able to find a working virtualGL client for Windows other than the commercial product Exceed. I have found an older version of VirtualGL, that is supposed to have one that should work with PuTTY. I will try to get that to work with OpenSSH.
Should anyone already know a working way, please let me know.