If you just need a remote connection then you can connect to the HPUX database as a remote client using the -H & -S parameters. You'll need to have an entry in /etc/services (HPUX) specifying the port to connect on and you'll need to have previously started the server with -S.
If, on the other hand, you wish to have a private copy of the database on your windows PC then you need to dump the HPUX database and reload it on the PC. You cannot just copy the db files -- there are binary differences such as byte-order and other, undocumented, structures that are not compatible across operating systems (sometimes such a direct copy appears to work but, in reality, there is a significant chance that the db is corrupt and you won't find it until much later...) The only safe way to move databases between platforms is a dump and load.