The steps to make this work are as follows (with firefox as default browser in the windows vm):
Configure ssh keys in putty and save the session with connection info to your host operating system
Create a batch script that runs plink.exe (command line version) like so:
set PATH=C:\Program Files (x86)\PuTTY\ plink.exe -load mySavedSession "DISPLAY=":0.0 firefox -url '%3'"
Convert the batch script to a Windows executable. I used an online converter but you can do it any way you please
Save the new exe file as "firefox.exe" and replace (make a backup) the firefox executable in the program files directory
Clicking links in the VM will now open in the host browser.