Where on the target computer can I find the files the Migration Assistant left when the migration process was interrupted?
I'm not sure, as I've only used MA on occasion, and only from mac to mac. But as MA would not know what are desktop files, documents etc,(as the files are coming from a Windows system if might have put stuff in the Home directory.

To check, see the attached screenshot. Could the files be located in the equivalent of "David"?

Second, any idea how much of the copy had taken place? IF not much, why not just copy everything by folder, and then it would be easy to copy each folder into its mac equivalent. (i.e. don't use MA at all).