The version of SQL Anywhere that you can use will depend on what the
program you are using supports. SQL Anywhere 9 is set to be End of Life
at the end of the month (
http://www.sybase.com/detail?id=1061840) so
something newer would be better but you will have to discuss this with
your software vendor to ensure it will work with their software.
As for the actual upgrade our database files are platform independent so
switching from Linux to Windows is not an issue. To upgrade the file
from version 6 to version 9 or higher you can use the dbupgrad or
dbunload tools provided with SQL Anywhere.