1. Two possibilities: you can simply make a link to you /mnt/windows folder: don't know if you are using kde or gnome, but you can probably do that by just right clicking and making a link like that. The other possibility is making a folder on you desktop called windows or so, and edit you /etc/fstab. If you open fstab there must be a line like
/dev/hda?? /mnt/win_c vfat defaults 0 2
Where the ?? must be a number. Change it into
/dev/hda?? /home/you_user_name/Desktop/windows vfat defaults 0 2
Replace you_user_name with you username of course
. The next time you boot your linux your windows-partition will be mounted on your desktop. Always a good idea to make a backup of you /etc/fstab -file first, so you can always put it back in case of emergency. However, this change isn't that dangereous. But I still recommend making a link.
2. Don't think you can acces your linux-files from windows: windows doesn't support any other filesystems than it's own. You could however use a FAT32 partition to store you data, so both linux and windows can read and write it.