Font embedding is not usually done by default because it makes the resulting PDF files very large -- and when the fonts in question are common across platforms, to embed the fonts becomes gratuitous. As a quick test, you could simply be sure that your source document contains only the most common fonts to Mac and Windows platforms alike -- fonts such as Arial, Times New Roman, etc. Then create a PDF without embedding fonts and see if it views correctly on the Windows computer.

My guess is that the file will look just fine because in that case the Windows computer would already have had the fonts installed natively.

Of course, you need not be limited to these fonts; I suggest this procedure only as a test. If the PDF looks great on both platforms, then the chances are good that you will need to embed the fonts in your PDF file (or alternatively you could request that the recipient of your PDF file install the custom fonts on his/her workstation).

As for how to embed fonts, this can be done in some applications; I'm not sure that it can be done in Preview or in any software bundled with OS X. I would have to look into this. (Obviously you could embed fonts if you are using Adobe's own Acrobat application.)