As of the 5.15 kernel you can do read-write access to ntfs volumes. You could mount the Windows partition to a folder within Linux and write to a subfolder within that path or drop files in there from within Windows to retrieve them within your Linux environment.
Alternatively a FAT32 formatted USB drive would be readable on both OSes, however has a 4GB individual file size limit and a 2TB partition size limit. exFAT might be a better option.