X Windows is basically the unix equivalent to quartz/apple window server.
It just allows you to run standard unix programs that use graphical windows, like have quartz/aqua allows you to use mac programs. You have to get the programs elsewhere...
to see what you have installed already, try
ls /usr/X11R6/bin
to get a list of all Xwindows programs, and
whatis <program>
to find out what a specific one does.
to run one, just type the name of the program in one of the terminals running in XDarwin (not the Mac terminal, it's not associated with an X display, so the program won't know where to display). If you put a & after the name of the program it will not tie up the terminal till it quits, you probably want to do that.
By default there is not a whole lot of exciting stuff on there. If you have a shell account on a unix machine with some more fun programs, you can
ssh -X -l username computer.some.where
from one of the Xdarwin terminals. The -X tells it to forward X windows connections from the computer you log into remotely to the one you're sitting at.
Hope this answers some of your questions...