That was a command line command
of course, you'd need to be running Terminal.app
Another way - in a file viewer window you'll find Applications as a top level item, inside that is Utilities, inside that are a bunch of programs. One is called Terminal, and another should be called X11 (I think - don't have a mac handy just now).
Your install is likely fine - however X11 is an optional package install on the CD's (if using panther). If Tiger, install is from on DVD (hooray!).
"Whenever you find you are on the side of the majority, it is time to pause and reflect" --Mark Twain
"The significant problems we face cannot be solved at the same level of thinking we were at when we created them." --Albert Einstein
"This is still a dangerous world. It's a world of madmen and uncertainty and potential mental losses." --George W. Bush