Thank you for
reaching out on the community and telling us about your issue. It sounds like you're using some VM software but it should be fairly easy for us to transfer over to the windows version. The instructions are still fairly similar as they are normally.
You should be able to load a thumb drive on the windows side and that'll make the file also save on that side.
Once you get a chance try it out and see if we're able to get it over. If not we'll see what we can try next.