RDP

Microsoft have developed a proprietary remote desktop service for Windows.
Someone have reverse engineered it so that it can be used on linux as well.

Basic setup

Server installation

Linux

Choice: xRDP

Windows

Only Windows Pro comes with RDP server features.
Guide to enabling RDP server: TBU

Client installation

Linux

Choice: Remmina

Windows

Windows comes with a RDP client.
Just use it, filling in the IP/hostname, account and password.