How to copy MySQL Database from Linux to Windows?
Linux -> Windows you have two obvious options.


Setup a SSHD on your Windows machine and use the above command (mysql binary would need to be in your search path under Windows).
Configure your root (or similar privileged account) to access your Windows MySQL host over network then do:


mysqldump -u username -p 'password' db-name | mysql -h windowsip -u username -p 'password' db-name

Unfortunately with #2, if you have complex indicies (or huge tables) you'll have issues with net_read_timeout on your Linux host. For most situations I would expect this to just work, though.