You should be able to import most of (if not all) your saves.
How, it depends on the game engine.
- Ren'py games: copy the whole content of the folder C:\Users\[your username]\Appdata\Roaming\Renpy
into /Users/[your username]/Library/RenPy
- RPG Maker: on Windows saves are stored in the game folder or in the www\save subfolder. You must copy and paste the saves of each game separately
- Unity: no clue, something like Ren'py I guess. A few saves of mine are inside c:\users\[my username]\AppData\LocalLow
(but my OS is Linux, I play Windows games through an emulator).