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it has to execute a JAVA porgram which works only in Windows
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What type of java program only works in Windows?
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What would be the exact commands to ftp a file from a unix server to a directory on a Windows NT server?
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I'd use the ncftpget and ncftpput programs. Only way to go when scripting ftp. You will need an ftp server on the NT side. IIS comes with one.
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Also to run the JAVA program in Windows using shell program?
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You would have to enable telnet into the machine and run it that way.
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Are there any tools to make it easier in the market?
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Probably, but why, if you can do it for free.