Depends what type of files they are. In most cases they are compatible between platforms. Depends upon program as to whether a saved project file is compatible between platforms. Perhaps some minor re-adjustments needed in some cases with the project due to ... layout ... fonts ... etc. I find in most cases files are compatible between platforms though you may need to manually add file name extensions in some cases.

BTW may I ask why you're leaving the mac world? Is it the price of a new mac?