Connecting your Palm handheld over PPP with Windows is not as easy as it is in Linux, but it is fairly straightforward. The parts you will need are generally included with Windows, so as long as you have the installation media to install the missing components, you should be all set.
Note, this does not work with USB Palm handhelds in Windows natively, without adding third-party software or an adapter that can turn your USB port into a serial port. If anyone knows of a way to do this with a USB Palm device, please contact me.