ssh -g -L 8888:192.168.1.135:3389 localhost

I am saying on my localhost(any Linux box) , i want the port 8888 to be listening only to incoming connections to 192.168.1.135 .

So if anyone connects to my localhost on port 8888, my localhost will forward the connection to 192.168.1.135 on port 3389.

Port 3389 is the Windows RDP port number, so the example above is an rdp connection to the windows box 192.168.1.135.

So the connection would look like this below

where MyWin is the localhost