Of course, this being linux, there are probably several ways to achieve what you want.
I just linked to my old windows bookmarks like this:
First, make sure your windows partition is mounted at boot time (you'll need an entry in /etc/fstab
to do this.
Then put this line into your linux browser address bar
and press return.
You should see your windows bookmarks in your browser where you can R-click and "Open in new window".
Now you can bookmark this bookmarks page, and call it "Windows Bookmarks".
This has the advantage that if your windows bookmarks change, you do not have to re-export them and you'll still see the changes when you are back in linux.