You have to make sure your Windows machine is accepting FTP connections. To do so that machine must be running an FTP server, and your firewall must be configured to allow incoming connections on port 21. You might also have to configure the *client* to allow incoming connections on port 20 (if using *active* FTP).
Therefore, you must be able to configure your firewall by port on the machine with the FTP server. (And maybe also on the client, if using active FTP.
This website explains the difference between active and passive FTP very well:
If you have not set up an FTP server on the Windows machine, and/or have not opened the ports on that machine (and maybe the client), then the connection will fail.
I have not set up FTP, personally. I don't know if it might be easier for Linux to be the server...but I am guessing you wanted it the other way around, because you can script your Linux machine to "push" data to Windows. Do I understand that correctly?
If you haven't done the necessary tasks yet, you need to set up your sever and firewall. If you have done that properly, then please post the error(s) here.