You can import your bookmarks from windows, by exporting them.
1) Go to Bookmarks -> Organize bookmarks
2) The Bookmarks Manager will open, export the bookmarks like
File -> Export
3) Save them as in .html format (actually I dont remember if u have more extension to choose from)
4) Boot into linux open and open the Bookmarks Manager there and import your bookmarks like
File -> Import (choose the location where you saved your 'bookmarks.html' file, containing all your bookmarks).
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About importing from linux your whole profile, I really dont know if that's possible. In windows your profile is stored @:
C:\Documents and Settings\[User Name]\Application Data\Mozilla\Firefox\Profiles\xxxxxxxx.default\ (xxxxxxxx is a random string of 8 characters)
So could copy the windows folder 'xxxxxxxx.default' into the linux folder:
/home/your-login-account-name/.mozilla/firefox/
(change 'your-login-account-name' by yours)
Backup your old default profile in linux 'just in case' the task doesnt work.
Good luck!