It depends on the BitTorrent client you use. The client keeps track of the downloaded pieces, so you will need to copy its resume-data back and forth so that it knows how much you have and what is left to download. Obviously this requires that the client be available for both Windows and Mac.
If the client is not available for both OSes, then you will need to re-hash the file(s) each time you switch OS, which of course means that you will lose any partially downloaded pieces. This could be nothing (one or two 128KB pieces half-downloaded) or could be a big loss (a couple of dozen 4MB pieces 50-75% downloaded).
The specific way in which partial-downloads are managed varies from client to client. It may keep a temp-file in the download folder (which may be done by default, or you may need to specifically set it to do so). It may keep the list of partial pieces in your
%userprofile% folder, or in the program folder if it is portable.
For specific instructions, you will need to specify your BitTorrent client(s).