WhatsApp end-to-end encryption
If by "using them on a second device such as a PC running Windows" you mean that you open Whatsapp web there, then no you cannot decrypt your messages there.

Whatsapp web is a client that connects to your phone (usually using whatsapp servers as proxy).

The client has shared keys with the phone (you scanned them as QR code) and the phone uses this to encrypt the already (on the phone) decrypted messages.

+----------------------------------+                     +----------------------------------------+
|                                  |                     |                                        |
|                                  +---------------------&gt;                                        |
|    Whatsapp Web Client           |     encrypted       |         Whatsapp Servers               |
|                                  &lt;---------------------+                                        |
|     shared key with phone        |                     |                                        |
+----------------------------------+                     +---+---------------------^--------------+
                                                             |                     |
                                                             |                     |
                                                             |                     |
                                                             |                     |
+-----------------------------------+                        |                     |
|         encryption secret keys    |                        |                     |
|                                   &lt;------------------------+                     |
|                                   |                                              |
|      Your phone                   |         encrypted                            |
|                                   |                                              |
|      shared key with web client   +----------------------------------------------+
+-----------------------------------+


Basically the Web client is just a GUI for your phone client, connected (securely) over the web.

You can try the following: Turn off your phone while using whatsapp web. You will see, that you cannot send and receive messages anymore.