Connecting like this, your Windows system usually ends up on a different subnet from the BBB, with the Windows system routing between them so there may be issues with the file sharing default settings. That is why I asked if you can see your BBB in Network Neighborhood on your Windows box. The USB Gadget ends up on 192.168.7.2 while your Windows box has what ever IP your ISP interface box assigns it.
If you have SAMBA working between Ubuntu and your BBB it should work for Windows too, but you may need some configuration changes on Windows and/or your BBB if you can't see your BBB in Network Neighborhood. If you have a spare port on your router (ISP access box), shutdown the BBB and use an Ethernet cable to connect your BBB to it, and see if it then shows up in Network Neighborhood when the BBB reboots (this way they will both be on the same subnet).
Do you have "Internet Connection Sharing" enabled on your Windows host so the BBB can access the Internet (for things like apt-get update)?
Like I've said, I've not kept up with Windows, so I can't be much more help with the Windows side configuration if you are newer than Windows 7.
I've used SAMBA to share ext2/3/4 Linux file systems with Windows for a very long time without any significant issues, the convenience far out ways what you lose from having hello.c and heLIO.C forced to be the same file and other minor path and file naming convention differences.
If you are not running SAMBA on your BBB (its not installed by default on any of the recent images I've tried) I've no idea what you've been doing.