Migrating and upgrading from version A to version B or from Linux with MySQL to Windows with Microsoft SQL Server (MSSQL) for Redmine is not a problem, as long as you have the proper tools and know-how about your database and files.
Make sure that you have server administration privileges.
Ensure you are running migration or upgrade in a test environment.
Follow the recipe Configuring Backup and Recovery to make a backup and take a snapshot of your virtual machine if possible.
Here is a checklist before performing the upgrade:
Is your database compatible?
Are all required plugins compatible?
Is your operating system and web server version supported?
Is your Ruby and Rails version supported by the Redmine version you are upgrading to?