Yes you can transfer eclipse programs from ubuntu to windows and the reverse too.
For transferring files from windows to ubuntu you need to export you project from Windows and then import the project to Ubuntu.

Exporting
File->Export->General->Archival file and tick the project or files(All files related your project must be ticked) which you want to export
and select where you want to save the files and you also need to name the file.
Now you

Importing
File->Import->Archival file and select exported file from Windows. Then there is a field called Into folder: here you need to select your workspace location and click finish