This depends on how your network card is setup in the virtual machine. I don't know how it is in parallels, but in VMWare Fusion you can either set it up as "bridged" (which means sharing the same ip with the host), "NAT" which means it will have it's own private ip address and connect to the internet through the host , or "Private network" which means it will have a private IP address and will not connect to the internet. In the second and third case you can access the web server running on windows using the private ip address of the virtual machine, but in the bridge case I don't think this can be done.
