you have vnc on the zaurus and the windows box. The windows vnc client logs into the vnc server on the zaurus. This remotely opens the zaurus palmtop onto your windows box. TreeExplorer is a windows explorer like filemanager that you can use once you're logged in. But this method is more for browsing your file system, but I don't believe it will interact with the Z (download or edit files from the Z).
I would think using samba would be a more thorough method, but it is harder to setup. Using Samba you can access the Z as easy as going through your windows box's network neigbourhood.