They all support FAT16, FAT32 but Windows NT,2000,XP,2003,VISTA all should be run using NTFS otherwise there is no file security.
In a Workgroup they will all share files/folders with each other no problem as long as you have Client For Microsoft Networks installed and you actually share a folder. Not great security but better than nothing.
What is the bigger picture here, ie. what do you want to do and accomplish in the long run. Can you share files? Yes very easily. Can you manage the other machines, NO, not easily like you can on a Domain Network. Still possible via some remote scripts and tools but again it all depends on what you're trying to accomplish.
http://en.wikipedia.org/wiki/NTFShttp://en.wikipedia.org/wiki/Comparison_of_file_systems
