On Windows InnoDB stores the database names and table names internally always in lowercase. To move databases in a binary format from Unix to Windows or from Windows to Unix you should have all table and database names in lowercase. A convenient way to accomplish this is to add on Unix the line
set-variable=lower_case_table_names=1
to the [mysqld] section of your my.cnf before you start creating your tables. On Windows the setting 1 is the default.
InnoDB data and log files are binary-compatible on all platforms if the floating-point number format on the machines is the same. You can move an InnoDB database simply by copying all the relevant files, which we already listed in the previous section on backing up a database. If the floating-point formats on the machines are different but you have not used FLOAT or DOUBLE datatypes in your tables then the procedure is the same: just copy the relevant files. If the formats are different and your tables contain floating-point data, you have to use mysqldump and mysqlimport to move those tables.
A performance tip is to switch off auto-commit mode when you import data into your database, assuming your tablespace has enough space for the big rollback segment the big import transaction will generate. Do the commit only after importing a whole table or a segment of a table.