Plotting in new window: what exactly is a backend? How to use?



I just recently started using Julia to plot graphs. I’m currently working in Jupyter (IJulia), which is advertised as a “graphical backend”. Reading a bit of documentation, I learned that a “backend” is more or less the blackboard where you (or applications) put your drawings (lines, shapes, graphs,…).
Let’s say I’m using PyPlot in my program. As far as I understand, when I call plot() in my code, it invokes a function in matplotlib (which is a python library), which at last draws the picture in the backend.
So, while Jupyter already has a backend, on the other hand I have to manually install and configure a backend if I want to use plot() in REPL and show the graph in a new window.
Right now, I don’t think I have a backend, because I get this warning in REPL, even though I’ve installed JuliaPro (which is supposed to include everything I need):

julia> using PyPlot
WARNING: No working GUI backend found for matplotlib

Is it so? Am I missing that component?
Then the question is: what exactly should I do? All the guides I find are related to Python and Matlab, not sure if they’re also valid for Julia.
They often say that there are multiple options (backends) available, but eventually fail to provide a detailed step-by-step tutorial for at least one of them. Which one would you suggest for my needs?
To be clear, I just want to be able to write plot() in REPL and see the output in a new window, pretty much like in matlab.
If it matters, I’m currently using Windows.


Check here, how to install PyPlot: