Connecting to the DX Cluster via packet radio (and thus a TNC) is a simple case of setting the right COM port paramaters in the Options->Configure Interfaces dialog within Win-Test. You must choose the appropriate baud rate etc for your particular TNC.
Checking the setup works
Once you have configured the appropriate COM port for your TNC in Win-Test, you should be able to connect to the DX cluster by using Alt+T to send a command to the TNC. Use, for example connect <node> where <node> is the callsign of the DX cluster.
You can use the packet monitor window (Alt+O) to check the connection status and to see data inbound from the TNC. Spots should begin filling up the bandmap at this stage.