You can install GUI LXDE Desktop on your VPS as instructed here (recommended):
https://panel.cinfu.com/knowledgebas...VPS-plans.html
Or you can install GUI Gnome Desktop on your VPS as instructed here:
https://panel.cinfu.com/knowledgebas...Ubuntu-OS.html
Then you can connect to your VPS server Desktop via VNC client.
And install Wine (windows emulator) as instructed here:
https://panel.cinfu.com/knowledgebas...Linux-VPS.html
So, some of windows programs will run in Linux OS GUI.

These guides are provided by Cinfu.com


if some links above are dead, there are an alternative tutorials:
1) http://internetlifeforum.com/linux-f...e-desktop-vps/
2) http://internetlifeforum.com/desktop...ux-centos-5-x/
3) http://internetlifeforum.com/showthread.php?t=1076