Yes, X not needed. Endly I got it. It was a bit tricky for me, but easy in reality, when you know how
Firstly, the dbg library must be installed on the external Ubuntu apache, it must be the right dbg for it, so for my PHP 5.3 I needed:
PHPed\debugger\server\dbg-4.5.1-Linux.tar.gz\dbg-4.5.1-Linux.tar\dbg-4.5.1-Linux\x86_64\dbg-php-5.3.so
I used the dbg-wizard.php and this helps in some steps. My problem was, that I had no direct connection to this ubuntu, only SSH (and I used WinSCP to change the files).
So when I changed something on the external ubuntu files, I had to change it identical and manually on my local PhpEd-project to debug correctly.
So the best would be, if possible, to make a new project with the root directory on the external server via file sharing or some simular service.
frank