The physical layer of the TCP/IP connection is not really important if
you already have basic connectivity (i.e., you can pass bytes back and
forth). So the existence or not of a cross-over ethernet cable is not
the deciding factor on whether or not you can visit the /Applications
folder over the connection.
What you need now is some protocol that sits higher up on the connection
and provides access to these resources. I assume you are using SMB to
share data between these two hosts. SMB can be tweaked to offer browse
and access to almost anywhere on the Mac, but you have to know how to
tweak some settings at the command line.
If the Windows box supports AFS (something I know little about, sorry)
you may be able to simply use that to mount the entire Mac drive
remotely, and browse it as an Administrator.
Otherwise, it may be just easier to copy the stuff you want to your
existing share and use that. Another solution would be to use ftp or
scp to simply copy the items you want. There might be issues with
"resource forks" and the like (I can't recall if scp or ftp understand
about such things and can do the right thing) but you can always create
an archive of the items you like and drag that over to the other host.
There are many ways to skin this particular feline.