I am interested in migrating an entire index from Linux to a new Splunk indexer running Windows. Can someone confirm as to whether anything needs to be done with the data (dbs) other than to copy them to the new server in the proper location (assume configuration is correct)?
If your index data is all version 4.2 or higher, you can move it from any platform to any other platform simply by copying. If it includes data from a version lower than 4.2, then you will be able to move it provided the two operating systems have the same endianness. Presuming that you're running Linux x86 64-bit and moving to Windows x86 64-bit, there should be no problems. Of course you need to make sure things like file permissions also are correct.