EDIT: My fault, it's nearly the same what bladebot wrote before...
this is maybe NOT the correct way to do things, and it is of course not supported by steam officially. You SHOULD use the correct way with export and import... Use on your own risk.
I had the problem that i have downloaded a bunch of games with steam and didn't want to download the whole stuff again on cxgames/steam. Also i had another installation with plain wine around on my harddrive.
What i did was copying the stuff from <bottlename>/drive_c/Program Files/Steam/SteamApps*.ncf to the new bottle at the same path. You should stop steam before copying or moving.
If you start steam when the files are there, you can look at your library, there are all the games with download paused. If you start them, they are "downloaded" and ready within seconds. It shouldn't take much time to install.
Maybe you can do the same with the drive_c/Program Files/Steam/userdata folder but i am not sure if that also works.
What bladebot told you about the savegames: some where synced with steam but you should find some application path at <bottle>/drive_c/users/crossover at the "My Documents" and "My Documents/My Games" folder. "My Documents" is a symlink to your home-folder, you should see some game name folders there.
If you copy the files from windows, you should find them on c:\users\<username> at the same folder structure...