You can run SLIP or PPP for a full IP connection if you can find a package that provides that for Windows and an appropriate client (you'll need a whole IP stack, likely) on the Amiga end.
There used to be a Windows package, popular among Psion and Palm users, that did this "easily" -- unfortunately I can't remember the name. I also have no idea what Amiga Explorer does or doesn't provide in that regard -- I assume it's only a file transfer utility, but haven't looked in years.
With even more fiddling, it may be possible to use PLIP over parallel ports, which I gather can well outperform the maximum rate on any stock Amiga serial port.
