Dear Eduardo,
the correct package name should be x11-utils for Ubuntu or Debian-based systems, but the error message is only generic. In your case, the package is installed, since xdpyinfo gives you an error message.
I can only think of one cause at the moment: Maybe your firewall is interfering. If you are using the default firewall of windows you could check in Xming is allowed to pass: Couldn't connect to display - #4 by horvathd
If I understood correctly – except this warning – Flair is working correctly. Is this correct? If so I wouldn’t worry about the issue.
Cheers,
David