You can do file sharing between a Windows machine and a Linux machine, with either as server and the other as client. Because of security problems in Windows, I think you should put the server on the Linux machine.
Start by going to
http://wiki.linuxquestions.org/wiki/File_sharing and following promising links until you know enough to decide whether you want to use an NFS server or a SAMBA server. Then start reading the details on how to get started with the one you choose.
