Are you asking how to get the file from (unspecified) Unix to (unspecified) Windows?
If so, then there are many, many possibilities. For example, the Unix system may be running ftp, so you could "ftp unixbox", log in, and possibly get it that way.
The Unix box might be running Samba or a similar app that would let it be seen in your Windows Network Neighborhood.
Or it may have ssh, so you might be able to use pscp ( from PuTTY Download Page )
Which application are you using to transfer files from Unix to Windows??
There are many applications like Putty, F-Secure etc.
Once you log into the Unix host from these applications, you can select the path where you file reside.
Just drag the file into your windows path, where you want the file.
or copy the file to the destination.