Depends on the Windows program, but generally, no.
The reason those linux programs can throw up their display on a PC is because they are written for the X Window System, which completely separates the client from the display server.
X has been ported to virtually every system out there, and is the defacto standard for grpahical programs on Unix/Linux variants. More specifically, any program that linked against Xlib would work in the other direction just fine. So if you were running, say, GNU Emacs in a Cygwin/X environment on Windows, you could put that program's display on Linux no problem.
But generally, no: your classic win32 programs (say, anything that ships with Windows, or Office, or your web browser, games, etc) are not going to be able to ship their display to an X Server, because they are not using Xlib at all.
What you can do is run an RDP client to let you log into the Windows desktop and run a full desktop session (but admittedly, that's quite a different solution that displaying individual programs).