Use the adbwireless app to enable the phone, then use adb connect from the Windows machine to talk to it. The adbwireless app on the phone tells you how to connect to it, giving the IP address and everything.
The much less fun alternative is to connect via USB, tell the phone to use TCPIP via adb tcpip 5555, then disconnect USB, then use adb connect. This is much harder because this way you have to figure out the IP address of the phone yourself (adbwireless tells you the IP), you have to connect via USB, and you have to run adb tcpip (adbwireless takes care of that too).
So: install adbwireless on your phone. Use it. It is possible, I do it routinely on Linux and on Windows.
