For the address book, open your address book and go to the tools menu, from there you can export/import.
Do an export from Ubuntu, save the file, then use import on the win machine and import the file you got from the export.
For you file system, in Ubuntu go to "Edit (or tools) -> Account Settings
From there in the left you see a list of email accounts and at the bottom it says "Local Folders"... click that and you will see on the right... "Local Directory" and there will be a file location. Copy that folder... then go to Windows and go to "Tools -> Account Settings" go to the local folders path and replace it with the Ubuntu folder contents you copied over.
Hmmm evolution doesn't look like it has much of an export option. I see "backup settings" under file. I would try it but I don't use Evolution or have anything saved in there, but it appears to create a settings file. Is this just your settings that are being saved, or is this a setting to enable you to backup?
Depending on the output there may be a chance of importing this into Tbird on Windows.