Well, the answer I love them to start with is asking if they're single-bay computers and if not, why they can't just turn off both machines and stick the HDDs in the same box :) It's also a great signal if they can follow this up by noting that the Windows drive is probably formatted in NTFS so the Linux instance will need drivers to support it.
Otherwise, a wired network + SMB/Samba is a fine solution too, though much slower.
Even if they just suggest using an external SSD I'd be relatively happy. More than anything, this kind of question is to see what happens when a junior's asked to do something they haven't done before. Any answer but "I don't know" is a good start.