Unfortunately it's been too long since I used Windows, and that was Windows 2000 (!). Basically each side has to set up an ip address, self-assigned, for example the Mac could use 192.168.0.1 and the Windows machine 192.168.0.2 then you would be able to go into terminal or command line from the Mac and try to ping 192.168.0.2 and from the Windows try to ping 192.168.0.1 and if they answer ping then they are connected.
It's been too long since I networked Windows and Mac to remember how to set it up, but a search on mroogle should find it easily.