X11/XDarwin: X Window System display servers for OS X
Click on X11User.dmg to open the disk image. The X11 installer should automatically run, just follow the instructions.
More information can be had at the Apple X11 Features web site.
Click on XFree86_4.3.0.dmg to open the disk image. Then click on the installer in the opened disk image.
More information can be had at the the XFree86 on Darwin web site.
Copy XInstall_10.1.sit to your hard drive and run it through StuffIt Expander. Open up the resulting disk image and run the installer it contains.
More information can be had at the the XFree86 on Darwin web site.
More information can be had at the Instructional XWindows help page, including help with SSH X forwarding.