Using MacBook Pro's monitor for Windows PC
You can't physically connect your Windows PC to your MBP so just using the monitor is not possible. You can use any of the various screen sharing solutions out there to access your PC from your Mac:


TeamViewer is kind of straightforward to setup on both machines
TighVNC Server can be installed on the Windows side and connected to from your Mac by typing Cmd-K in Finder and entering vnc://name-of-windows-pc as an address