I would suggest you look at the chapters at this link:
http://www.linuxhomenetworking.com/
In basic those are the docs I used to get started with my server. You should at first have some idea of networking in linux, and have a network connection that works.
If you use netconfig, you shoud be able to start the network on the box. Give it something like:
IP: 192.168.1.1
Subnet / Netmask: 255.255.255.0
(No nameservers are required)
On your windows box, set:
IP: 192.168.1.2
Subnet: 255.255.255.0
Then go to the command-line and type:
ping 192.168.1.1 (and hit enter)
If you get something like:
Reply from 192.168.1.1: bytes=32 time<10ms TTL=128
This means your windows box can reach the linux box.
This is only a rough start, but if you can start there, you should be able to work your way further along.
-Geir