If you can connect to the Internet from the both the Linux machine and the Windows box, there are no wireless problems.
If you are wanting to access files on the Windows box from the Linux machine, you will need to use Samba-client on the Linux box. It's probably installed in Ubuntu by default, but you'll need to configure. You'll also need to make sure that file sharing is turned on in Windows and that the files you want to access are marked as shared.
If the Windows XP files are on a NTFS partition, you may also need some additional software on your Linux box, but I suspect NTFS add-on is inlcuded by default in Ubuntu. If the files are FAT32, you should be fine.