Choose Bridged Adapter for the connection of all VMs; the Windows VM will come up connected, while in Kali, after booting, issue the commands
ifconfig eth0 up
The above works if the host is connected to a LAN, because both VMs will then get the necessary information (IP address, router's IP address, DNSs) from the LAN router.
If the host is not connected, you will need Host only network. Before configuring this in a VM, you must go to the panel File -> Preferences -> Network, select Host only Networks, click on the Plus sign, then the screwdriver. Under Adapter, choose:
Ip address 192.168.56.1
IPv4 Network Mask: 255.255.255.0
Then go to DHCP server, and choose:
Enable Server (tick!)
IP address 192.168.56.254
Server Mask 255.255.255.0
Lower Bound 192.168.56.100
Upper Bound 192.168.56.200
Save, then go to your VM panel, choose for the Network adapter Host only. There is no need to configure the Advanced Options. Start your two VMs; Windows will already be connected, for Kali you will need to issue the same two commands as above, i.e.:
ifconfig eth0 up
At this point you will be connected to the Host; the host will be 192.168.56.1, and the two VMs 192.168.56.100 and 192.168.56.101 (which is which, between Windows and Kali, depends on which comes up first).
Just in case: you may also have two or more adapters on each VM, so that you can have simultaneously the Bridged adapter (or NAT) that connects you to the world, and the Host-Only adapter that connects to the host and to the other VMs. This however requires that you learn how to handle several connected adapters on Windows and Linux. It is not difficult, but it does require you to do some work.