Generally settings on any HG setup should be consistent so you should be able to backup on one system and restore on another. That said, if there are any settings that are path dependent, you may have to adjust them. I doubt it's an issue since you won't typically need to access files on the system, but if you do (log files for example), you will need to adjust them.
Windows:
c:/temp/example.txt
Linux:
/temp/example.txt