In order to forward X11 applications from a remote server into your local X session the server must support tunneling of X11 apps with this property in sshd_config

X11Forwarding yes

Then simply issue the -X parameter for the SSH client.

ssh -X remotehost

Now run an X11 application from the SSH terminal and it's UI will be tunneled to your local X session.

gvim my_script.rb