It's tricky enough to get such a connection to run from linux<> linux.
You might want to run a live CD on the windows machine and plip to make a connection.
You could boot a basic linux distribution from floppy that does have plip support and have a live CD on your windows machine.
The problem with plip, though, is that there hasn't been much done to it for a while.
It works great on older computers (Pentium 200 and slower) but if you use faster ones (on either side) you'll have to
fiddle around with plipconfig values to get it working.
It took me almost a whole day to get my 486 laptop working reliably with my 1200 Duron via laplink cable.
It is not something I would advise a begginner of linux to undertake, maybe try some small distro that can be installed
from floppies (eg monkey linux ftp://ftp.spsselib.hiedu.cz/pub/linux/monkey/
Good luck anyway