Files saved on one platform can be opened on the other. In almost all respects, this just works and you don't have to think about it. But there can be minor changes due to differences in fonts, so we suggest not switching platforms when you are in the final states of preparing a complicated figure.
Some Mac fonts families are not available on Windows, so those characters will appear as a rectangle. For example, the following fonts installed on Mac will not appear on Windows: cuneiform, linear, aegean, miao, inscriptional. Similarly, so Windows fonts are not available on Mac.