When you transfer it to Windows, the project file should automagically be presented as a folder containing all the app's files (including the 0KB Gamesalad Creator game project file). It's very similar to what you get when you select "Show Package Contents" on a .gameproj file on Mac.
This is the case when I transfer apps from my Mac to a separate Windows 7 Desktop, as well as when I open saved .gameproj files on my Mac with my Windows 7 Parallels.
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This is the case when I transfer apps from my Mac to a separate Windows 7 Desktop, as well as when I open saved .gameproj files on my Mac with my Windows 7 Parallels.