Connecting a Ubuntu Device to a Windows Device

Is there any way to do this, for example through an Ethernet cable?

I shift-deleted some files inadvertently on the Ubuntu device, and would like to run data recovery software on its file system from the Windows device.

If you are using data recovery software (like https://www.sleuthkit.org/) you would need to attach the recovery drive to the PC that is hosting it.

Since good data recovery tools are filesystem-agnostic, generally what you need to do is to remove the drive from the Ubuntu PC and attach it to the technicians PC directly.

Things like "SATA to USB adapters" are typical when the drive cannot be connected to the technician PC directly.
Here's what a lazy newegg search looks like for such a tool: https://www.newegg.com/p/pl?d=sata+to+usb+adapters

I will caution you about using Windows because it won't recognize the default Ubuntu Linux filesystem, EXT. . Windows will think the drive is not formatted and prompt you to format it. Don't format it. Just let your recovery tools scan it instead. Good tools will scan it on a "block level" (aka, just unstructured ones and zeroes) and then interpret the data after scanning the whole disk.

Also - You could try booting the Ubuntu PC from a thumbstick using a live linux distro and try running the recovery tools that way - no special hardware or second PC required.