To get it installed and running, dig down from the main Xpra site to the trusty download area, or just click here for 64-bit. Download the highest version numbered python-rencode and xpra packages there, then do this on your command line:
sudo dpkg -i ~/Downloads/python-rencode_1.0.3-1_amd64.deb sudo apt-get install python-numpy python-opengl python-lzo python-appindicator python-gtkglext1 xvfb sudo dpkg -i ~/Downloads/xpra_0.15.10-1_amd64.deb
When you try to install either .deb package it might report other dependencies that are missing. Just sudo apt-get install those and then try the sudo dpkg -i command again. After it's all installed you can run an xpra server like so (the options were suggested to my by xpra the first time I tried to run it):
xpra start :1234 --start-child=xterm --no-notifications --no-pulseaudio
On the windows side, download the xpra installer by clicking the link on the main xpra page. After running that it will offer to run xpra. Go ahead and do that. Choose ssh in the Mode dropdown. Leave all the other fields as they are and enter your ssh login information (what you would use to ssh to the ubuntu machine you just started the server on) and the display number (we used 1234 above when we started the server). You can leave the password field blank, it will prompt you for your ssh password after you click connect. Once you do that an xterm will open up on your windows desktop and you can start any other linux apps you want from there. There will be an xpra tray icon you can use to change settings and disconnect. After you disconnect you can reconnect and all the windows you had open will come right back just like they were when you disconnected. It also saves your state if you are disconnected from the network unexpectedly (like maybe your laptop goes to sleep or something). It's very nice.
One other thing I noticed is that the apps xpra was showing me were a little fuzzy (the text in emacs was hard to read). I had to click on the xpra tray icon and change the desktop scaling option (it was making the windows larger for some reason). You can also edit the C:\Program Files (x86)\Xpra\xpra.conf file and change the desktop scaling option there (along with many other settings, for example, I turned off sound and microphone because I don't need that and I figured it might save some CPU and bandwidth).
I'm glad I found xpra and got it working. It works so well, I'm really surprised I haven't heard more people talking about it. Go try it out!