Good evening,

I have been trying to connect to a raspberry PI over XDMCP, but have 
been having issues getting it to work.

After looking at both the cygwin/X and raspberry PI sites, I did a 
search for 'lightdm connecting to xserver windows' and found a post that 
suggested using VcXsrv. As it uses an option of -from that seems to 
work, so I have tried it with cygwin/X and also got connected.

It would seem your User's Guide needs to be updated, it needs to include 
the -from option when making XDMCP connections.

http://unix.stackexchange.com/questions/26000/how-to-cygwin-xwin-query-an-ubuntu-11-10-xserver