How to move my private key to another OS?

Dai Yuwen yuwen@yuwen
Wed Jun 12 11:12:17 2002

Hi, All

I use both GPG for linux and Cygwin.  I've created my private and public key pair in Linux.  How do I import these keys to Cygwin? Since I don't want two different set of keys.  Thanks in advance.

Best regards,
Dai Yuwen