This can be complicated. As a general rule Windows font families are limited to the standard four styles - regular, bold, italic and bold-italic. Mac font families can have more than that. So if your Mac font family has more than four fonts you'll have to leave some out and make a separate Windows font family for them. You can batch convert the four you choose if you use TransType Pro as your font converter. And it will allow you to set the style flags in the fonts correctly so that the converted fonts are recognised by Windows as the appropriate style.