A Splunk indexer on any platform can index Windows logs. Your best bet is to install a Lightweight Forwarder on the Windows host to forward logs to your Linux-based indexer. You might want to install and configure the Windows app on the Windows forwarder, as well as the Linux indexer, to leverage the canned dashboards/reports.
You could also forward the Linux logs to a Windows indexer, or if you have two indexers installed, configure them for distributed search.
Here is a reference to the reverse -- using Windows to collect *NIX data: http://answers.splunk.com/questions/11579/splunk-for-nix