There's several things you can do. You can get your hands on either 2000 or 2003 server and run IIS. You can instal a liinux distro and run Apache. You can download Apache for you windows box . You could install an ftp server and not bother with building a website.
You have many options. But you will probably need a router so you can do port forwardiing, unless their's some kind of routing software you can download, but I don't know of any.
And just so you know, it'd be considered a web server, not a file server.