The real question is, when you get the two systems talking to each other, what do you want them to do? Do you want to share files between them? Do you want to run commands on the linux box from the windows system? How do you want them to communicate.
Because if you hook up a cross over cable between the two, give them 192.168.1.x ips with a subnet mask of 255.255.255.0, they should technically "see" each other. Just ping the other systems ip from a command line and you should get a responce.
Though like I said above, once you get them to talk, what do you want them to say?