The easiest way to do this is to install PuTTY on the Windows box (see
http://www.chiark.greenend.org.uk/~s.../download.html). You do not need to install anything on the Linux side, it will already be there.
What that does is lets you connect to your Linux machine, transfer files and directories back and forth (you would probably want to use
scp, secure copy (remote file copy program). You would then be able to use
ssh, OpenSSH SSH client (remote login program) to do the work on the Linux machine from a terminal window on the Windows machine.
This is a pretty common way to get Linux connectivity from Windows.
Hope this helps some.