Not sure what you mean with a software KVM, but if you mean something like Synergy, I can confirm that this works smoothly between Mac and Windows. You do need 2 screens for this though. Synergy only shares your keyboard and mouse (and clipboard) between the 2 computers.
Update: Ah, Ok. What you're talking about is not a software KVM, but a hardware KVM with a soft switch. I think they do work both on Mac and Windows, but the soft switch part means you can switch the KVM with a keyboard shortcut. Therefore you mostly need to install a small driver, which can be Windows-ONLY, so this means that you then can switch with the keyboard from your windows machine, but not from your Mac (in which case you would have to push the button on the KVM itself).
I'd just recommend checking the included software to see if they ship drivers for Mac as well when buying a soft KVM switch.