I assume your web server is linux-based.
Log into your web server and select a path that is accessible from your windows machine.
Create a directory with the name you want to give to your project:
mkdir my-repo
Go to the directory
cd my-repo
git init
This will create a git "project". Now create a root commit on the master branch (I typically create an empty "README" file which is pretty standard on open source projects).
touch README
git add README
git commit -m "initial project commit"
Now from your dev machine, git clone the repo with
git clone http://<webaddress>/uri/my-repo.git
You can now work on your project and whenever you want to "save" your work, simply use
git push
Read git documentation for windows as I'm not too aware of how it works on that platform.
Be aware that the "server" project is not an exact copy of the cloned version as it is not self-aware of external clones in that mode. This is how I setup my personnal projects be between 2 linux-based machines.