Hmmm.... unless you need to worry about actually joining the Windows Active Directory "domain", you should be able to just include the server on the network just as you would with a Windows box - i.e. assign the appropriate hostname, IP address, etc, patch it in and away you go.
If you need to join the domain, authenticate Windows users, run heterogenous applications, etc, you may need to investigate (a lot) further.
Otherwise, just run an ssh
daemon on the SCO box, and use a Windows based ssh client such as PuTTY to log in and access the data on the SCO server.
We have an HP-UX server at work integrated into a Win2K network and there are no real special considerations, except the Unix box is more secure
Cheers
ZB