To start off, they are all women, and women, for the first part of the novel are only a source of guilt, angst, frustration and unhappiness for Winston. His memories of his mother and sister are tinged with extreme guilt, because he feels like he treated his mother horribly, at the cost of his sister's welfare, and in the end, almost feels like he abandoned them and led them to their disappearance and possibly death. This lay the foundation of his feelings about women for the rest of his life; he finds them an enigma, yet still desires their love and forgiveness. His experience with the prostitute is much the same--he seeks her out because he is lonely and frustrated, and wants to find answers and comfort in a woman. However, the experience is a let-down, and totally humiliating for him, just like his feelings for his mother are tinged with humiliation.
Winston's feelings for Julia are similar--at first. Once they are involved and have a real relationship, however, they change drastically. In fact, once they are involved, his feelings about women are totally changed, and he finds in Julia everything that he had been seeking for in women, and not finding, his entire life. But at the beginning, Winston channeled all of the frustration, angst, humilation and hatred from his past experiences with women (his wife included---it's important to include her in his list of women) and focused them on Julia. To him, she represented everything that he hated about women, that they were uptight, cold and cruel, unloving, and guilt-inducing creatures whose only warmth and care was for the Party and no one else. He assumed Julia was that way, because she played the part so well. He refocused all of his negativity from his experiences with women on her.
So, the connection between his mother, sister, the prostitute and his wife is that they all made Winston miserable, feel guilty, and yet he still craved their love and attention; Julia is the outlet for those feelings of frustration. It isn't until he knows Julia for real that he is able to find that love. I hope that helped; good luck!