You can connect both computers with just a simply null-modem cable (also known as: serial-serial tx-rx cross cable), or check aminet (
http://www.aminet.net ) on about how to realize "sernet" or "parnet" cables.
You can choose to connect both Amiga and PC systems either using serial cable sernet, or instead choose to use parallel cable parnet that are capable to pump their respective ports at their best...
If I remember well parnet can gain a decent speed from parallel port.
WARNING:
Be careful when realizing cables because serial port of Amiga has some pins in different positions from PC serial port.
Then you can use terminal programs on both machines (Term version 4.8 on Amiga for example... And the standard terminal program of Windows from PC-XP side)...
If you have Amiga equipped with ethernet port (does it exist an ehternet interface to be put on clock expansio port of A600??? Dunno!!!) then you can connect both computers with standard ethernet cross cable and use FTP programs on both machines...
If I remember well a good program for Amiga is R-FTPd.
Hope of being of some help for you.