Wired ethernet, wireless LAN, VPN, SMB, AFP, IMAP, FTP, SSH, Remote Desktop, etc.
Can you be more specific? Do you mean "connect" in terms of protocols? Do you mean "connect" in terms of the actual network? Do you mean "connect" in terms of accessing volumes on the server, printers on the server, FTP servers on the server, or... ? What exactly do you mean by "connect to a windows file server?"