The BOB you linked to looks exactly as the one I am using. The BOB does not require any operating system but requires the signals. Since you connect the UC300ETH between the PC and the BOB you don't need to be concerned about the windows version, as long as you follow the specifications of UC300ETH. I have used Mach3 with Windows XP Pro, Windows 7 Pro 64 bits and now Windows 10 Pro 64 bits. All work well but W10 is the best in my opinion.
You need to connect the BOB to the UC300ETH with a short parallel cable (IDC 26) and connect the longer Ethernet cable between the laptop and the UC300ETH. Just make sure you know what you are doing. For new code or for a person just starting with CNC hobby it is better to have the machine within reach and under observation, very near the PHYSICAL emergency stop button. If the PC lose contact with the UC300ETH you have no control and if the CNC runs away it may destroy itself or cause damage. Also make sure no human or animal can come near the machine when you are not there. Bits can come flying like a projectile in any direction and also if somebody puts his/her paw on the running CNC table some very serious accident might happen. A running CNC, even a weak and small one, is a very dangerous machine and you must treat it like that all the time.