Try it and see!  In general, applications and other executables will not work*, but data files might, if you have a Windows app to load them into (e.g. plain text files, pictures, audio files, Word documents, etc.)
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There are a couple of complicating factors (warning &ndash; techie bit!):
<ul><li>Filename extensions.&nbsp; Mac filenames may or may not have a three-character extension telling you what they are.&nbsp; Older versions of Mac OS (9 or less) completely ignore any extension, and use special Mac-only 4-character codes called the CREATOR and TYPE, stored with the file, to work out what it is and what to open it with.&nbsp; Mac OS X can use either extensions and/or TYPE and CREATOR codes, just to confuse the issue further.&nbsp; And many Mac users use an extension for cross-platform files just out of habit, anyway.&nbsp; So: if you see a file without an extension, it may be a file you could use if you guess the right extension to rename it it, or it may be something you can't use at all.
<li>Resource forks.&nbsp; Unlike Windows/DOS/Unix files, which are just a sequence of bytes, Mac files may be `forked': as well as the normal `data fork', they may have a `resource fork' which holds structured data such as custom icons, previews, etc.&nbsp; You'll probably only get the data fork of any files you transfer to your PC; but again, cross-platform file formats don't use resource forks, so that shouldn't matter to you.
</ul>Things like this are why the Mac has its own archive formats like StuffIt (.sit) and BinHex (.hqx); unless you do something clever, type/creator codes and resource forks would be lost if you put them in a .zip file.
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(* There are exceptions.&nbsp; For example, Java applications packaged in .jar files will run on both PCs and Macs, as will scripted languages such as Perl.)
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Simplest thing, as I said, is to try it and see