Newbie problem

[m. z.]

I made a full installation oj Cygwin, but when I double clicked on startxwin 
just an X icon appeared on the Windows bar.
I read the cygwin-x user manual and I tried all the options for the XWin.exe 
command. What I was expecting to obtain it was something similar to the 
picture of Cygwin X window manager at 
http://gnuwin.epfl.ch/apps/cygwin/en/index.html , but nothing of it 
appeared.
Right clicking with the mouse on the X icon and removing the check mark on 
the "Hide Root Window" option, I obtained a grey desktop.
But on this grey dektop, the mouse doesn't work at all. For example I am not 
able to open xterminals on it with the mouse, if I put the clock, I cannot 
move it, etc.
I would like to know if I am doing something wrong.
Thank you very much and best regards