Okay, so you have your Linux system and your Windows system on, say, the same (home...?) network.
Perhaps the easiest way to link the two systems is to set up "a Windows network," and to arrange for your Linux machine to participate in that network as though it were
"a Windows machine." The software to do that is probably already installed on your Linux computer ... it is called samba
I suggest that you "look around" at the documentation for Ubuntu (either on your computer or on-line...), looking for references to "samba."
The good news is ... even though it all might be quite unfamiliar to you right now,
"Linux (and Macintosh OS/X...) computers actually do this all the time." But it's a little bit too much to explain right now. Surf around looking for documentation, then come back to this thread and let us know how you're doing. "C'mon in... the water's fine ..."