You could share the contents of the DVD, yes. However this may be lacking any sort of copy protection the game might be looking for. But it is worth a try.
Connect the two computers with an ethernet cable. Modern Mac laptops will automatically do the crossover for you.
AppleMenu->SystemPreferences->Network..... set an IP address (say, 192.168.1.50) for the Ethernet interface
AppleMenu->SystemPreferences->Sharing...... click "Windows Sharing"
On the PC side of things, set an IP address for the PC's ethernet interface (say, 192.168.1.51)
Login to the Mac using the Mac's IP address and whatever username/password your account on the Mac might have
If copy/install performance is slow, you might have to manually enable gigabit ethernet and jumbo frames on both machines.