As long as you use the download feature of Home Sharing it should transfer media files (check your iTunes Media folder afterward to see if it is being populated). Realize that this method will not transfer playlists, ratings, playcount, date added, only media files. Your library is more than media files. It is a whole set of files and folders that give iTunes its structure. To do that you really need to transfer the entire iTunes folder so it ends up intact (you can do the transfer in increments) on your Mac's drive.
Also investigate: About Windows Migration Assistant - http://support.apple.com/kb/ht4796 - Learn about how to use Windows Migration Assistant to migrate your files from a Windows PC to a Mac.
Here's how to move an entire iTunes library.
iTunes: How to move [or copy] your music [library] to a new computer [or another drive] - http://support.apple.com/kb/HT4527 - a somewhat bewildering and not always easily understandable set of options.
Quick answer if you use iTunes' default preferences settings: Copy the entire iTunes folder (and in doing so all its subfolders and files) intact to the other drive. Open iTunes and immediately hold down the Option (alt) key (shift on Windows), then guide it to the iTunes Library.itl file in the moved iTunes folder.
For the record there's this reference for iTunes 11 but it really doesn't strike me as having the specifics you need. iTunes 11 for Mac: Move your library to another computer - http://support.apple.com/kb/PH12168
Windows users see tip at: https://discussions.apple.com/thread/4095896?answerId=18879381022#18879381022
If you put it in the default location of Macintosh HD > Users > *User Name* > Music then you don't even need to start with the option key held down, iTunes will automatically look for it there. (Make sure there isn't anything already in the iTunes folder there that you want to keep since you will be replacing it with the one you are moving.)
