I just purchased a Macbook, iPad, and iPhone and I am trying to sync my iTunes library from my Windows laptop. How can I sync my iTunes library to all devices?

Devices can only sync to one library at a time. You can, however, have multiple copies of libraries on different computers though it can be tricky making sure they are always synchronized. You can put your Windows iTunes on your Mac.

Moving a library: Quick answer if you use iTunes' default preferences settings: Copy the entire iTunes folder (and in doing so all its sub-folders and files) intact to the other drive. Hold down the option (alt) key (shift on Windows) and open iTunes. At the prompt to create or choose a library choose the copied iTunes folder.

When this is to a new computer put the copied iTunes folder 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.)