I switched back to the PC and left both machines on for a while. On returning to the Mac, I found it had connected! There is a now a folder on the Mac labelled desktop-<PCNAME> and a line below saying "Connected as <PC_Username>".
Many thanks for your prompt and detailed reply Patrick, which gives me some information on how to proceed next. I've also downloaded the Embarcadero's docuwiki files on PAServer etc., so hopefully all will work from here on. Thanks again!