Try exporting them from your Mac and copy to the Windows machine:
Under the Library>Materials tab, "right-click" the folder or material you want and select "Export". This will create a KMP file type. Just copy this file over to your Windows machine, open KeyShot and under the Library, click on the folder you want to import the materials (I recommend a custom folder) and select the import option (beside refresh towards the top of the material's tab) and select the KMP file.