Nullmodem cable is for serial connection. Just google for "nullmodem pinouts" and you'll find the schematics for cable. Minimal connection requires only 3 wires (GND/TD/RD)
When usung nullmodem connection A<>PC you can transfer files in various ways. I haven't tried AmigaExplorer solution.
You could use some comm program (ncomm, term on amiga and Hyperterminal or something like that on WIN) and transfer files using zmodem file trensfer.
Maybe little bit harder to setup but you could make PPP connection to PC using miami/amitcp, that way you could share internet connection, files (samba/ftp...).
Friend of mine had NULL modem cable 10-15m long connected to his neighbours PC and shared his wireless internet connection.
Check this
http://www.thecryptmag.com/Online/24/NullTCP.htmlBut the speed of serial connection could be the issue..
If possible go for network card.