Some additional references on this subject include:
Your local xdm man page.
Your local gdm man page.
Configuring XDM
xdmcp/udp
XDMCP Documentation
Should you be running XDMCP?
X Window System Terminals
A second way of using XDM
Accessing Xterms from Windows
How to download and install X-Win32
How to install X-Win32 (another ref.)
Taming the X Display Manager
GNOME Display Manager