So need a little more details.
Are you currently running primary UIM and UMP on linux?
What is your back end database?
Are you changing that as well?
The VERY high level would be to:
1) install the same version UIM on the new windows server with the same DOMAIN name but different hub and robot name.
2) install robot for UMP
3) install UMP
4) Point old hubs and tunnels to new primary UIM hub.
If you can provide a little more details we might be able to provide more insght