There are packages such as CA-7 which carry out their mandate (sometimes) by "watching" for certain events, such as the creation of a dataset of a particular name, and then act as instructed.
There is no built-in way to do this in z/OS; you have to have the package, or you have to write code (usually in Assembler) and you have to be veryveryvery good at it.
Alternatively, you could set up a scheduled task on Windoze and have it FTP JCL to the mainframe to run a task there.
Frank Clarke
--America's source for adverse opinions since 1943.