Hello,
You need to perform the attack on the Kali machine first(on kali’s browser),in the next lectures it will be shown how to forward packets and then you will be able to sniff the data from the windows machine,I had exact same problem not so long ago.Let me know if you had a laugh on this one :D(I remember the moment when I realized it and I had a truly good time laughing).

Best Regards,
Nikolajev