for "internet sharing" e.g. NAT
you have to use the program
iptables
search for that keyword
an incomplete example
IPT=/sbin/iptables
# enable ipv4 packet forwarding
echo "1" >/proc/sys/net/ipv4/ip_forward
# masq'd hosts:
$IPT -t nat -A POSTROUTING -s 192.168.0.0/24 -o eth0 -j SNAT --to-source <your ISP ip adress>
#portforwarding to an internal machine is done like this
$IPT -t nat -A PREROUTING -p tcp -d <ISP ip adress> -i eth0 --dport 8888 -j DNAT --to-destination <internal machine>:8888
to use NAT and iptables your kernel has to be compiled with various networking options enabled, also your distribution may have a program to set things like this up.
this is the plain manual way
after that you have to either start an DNS server on your linux machine and use it on windows, or use the ISPs dns server from within windows whitout starting your own DNS server. use the linux internal network ip adress as gateway on windows, and be sure there are no iptables firewall rules that block your traffic (REJECT). list with iptables -L -v as root
also you may manipulate the default firewall rules, be sure what you are doing! read the iptables Howtos etc.
this all is not related to kde in any way yet