I did this a long time ago in NT server, and I was surprised at how complicated Microsoft made it.
You don't need any software on the Mac side, at least.
You need to:
(1) Install or enable the Appletalk protocol, and enable it on the ethernet adapter.
(2) There is a control panel to set the zone. (Properties?)
(3) You need to create a share, if you don't already have one.
(4) You need to create a "volume" to share with the Appletalk users. There is a special control panel item, I think, for this. Then you need to verify that the volume is listed in the Appletalk Shared Volumes list.
(5) You need to add a user corresponding to the Mac in the Users and Groups control panel. In Windows, "Everybody" means "everybody on the list", not "everybody in the world".
And even with all of that, I think I'm missing one more crucial step. If you go into Help and search for AppleTalk, you'll find all the steps documented.
If you want to purchase Dave, that's a good solution for Mac OS 9 and older (X doesn't need it), but it's expensive.