Comment 3 for bug 251793

That's caused by the different character encoding. Ubuntu Linux uses UTF-8 (8-bit Unicode) but your Windows version is using a different one. You can use tools to convert between those formats, like iconv and recode.
Furthermore gedit and Kile are both able do handle different encodings. With Kile just choose the character encoding during opening or saving a file. The same applies to gedit, it even provides automatic detection.
I do not consider this as a bug and recommend to convert it to a question.