Did you copy your .dmd file from your Linux system to your Windows system? In the folder containing the .dmd file there will be a folder with the same name as the .dmd file. The full contents of this folder needs to be copied as well.
Are there any error messages in your log file when you attempt to open the .dmd file in Windows? (You can see the log file by selecting Data Modeler > External Log from SQL Developer's View menu.)
What versions of SQL Developer or Data Modeler are you using?