We want to run GuiXT in ITS environment and have followed your documentation. But no GuiXT window comes up on the ITS server. What can be the reason?

The GuiXT window is not visible in ITS environment (although it has been in previous ITS versions). 
It is likely that GuiXT is already active. If the GuiXT scripts don't seem to be active, I suggest that, in order to restart ITS and look at the trace file, you put the statements

TraceITS Yes
TraceFile C:\GuiXT\trace.txt // some local file 
into guixt.ini.

If no trace file is written, please check:

- is guixt.dll contained in the ITS program directory?

- is a correct guixt.ini in the same folder, along with
IgnoreRegistry Yes
and valid entries for component, key, directory1?

- is the directory1 folder accessible to the ITS service?

I suggest you work with a guixt.ini file, since the ITS service reads the registry from a different location to the one one might expect.