There are different way and different level of communication between window and Linux, such as VNC and rdesktop for GUI login ( like mstsc for window platform).
But the other way ssh is much easier to use.
Window install ssh server (such FreeSSHd ) and start the ssh server, so the
<=========>
Note:
1.the windows machine install Cywin will make the window can run a lot of Linux
command.
2. use "ssh username@IP " will login the other machine.
In practice ,the above model is very effective . You can run some commands or scripts without switching between two machine. Even you can use ssh in script.