If you have followed this guide from the beginning you should already have a copy of the Looking Glass windows host application, if not please download the correct version for your release from https://github.com/gnif/LookingGlass/releases.
The windows host application captures the windows desktop and stuffs the frames into the shared memory via the shared memory virtual device, without this Looking Glass will not function. It is critical that the version of the host application matches the version of the client application, as differing versions can be, and usually are, incompatible.
To use the host application, simply run it. It is however strongly recommended to configure the windows to launch the program at login by adding it to the Run registry key.
Please note that the host application can not run as a windows service due to Microsoft's security policies.