You have to choose the one matching your shell. $ROOTSYS/bin/thisroot.sh is for the “Bourne” shell (sh, the original UNIX shell) and $ROOTSYS/bin/thisroot.csh is for the “C” shell (csh). And they have different syntaxes. To know which one you are using, just type:
You have to intall and start X11 (XWin) server… but before going too far, why don’t you use the win32 native version of ROOT instead? It is much simpler, faster, and you won’t need X11…