Here is what I would recommend. It's not a terriric solution, but it will get you pretty far.
First, you can safely copy over your custom macro source code and the following components of your windows configuration directory directly into your a clean unix configuration directory:
*.als
ftp.ini
lastmac*.e
ubox.ini
user.vlx
usercpp.h
uscheme.ini
uformat.ini
formatschemes/*.xml
keybindings/*.xml
templates/
The "meat" of the windows configuration directory is in vusrdefs.e, vusrmacs.e, vusrobjs.e. On Unix, these files would be named "vunxdefs.e, vunxmacs.e, and vunxobjs.e"
Starting with the last one first, vusrdefs.e contains your toolbar definitions and user defined forms. It's a Slick-C batch file, so you can just run it as such (using the "xcom" command from the SlickEdit command line).
vusrmacs.e is your recorded and saved macros. This one you could rename to vunxmacs.e and then use Macro > Load Module... to load the macros into memory.
Finally, vusrdefs.e, this is the trickiest one. It contains all your SlickEdit options and settings, some of which are Windows specific, and many of which contain path information that just won't work in unix-world. You will need to pore over this and jetison the parts that look like trouble. Then you would be able to run it as a batch file and this will apply the majority of your settings for you.
This should get you off the ground. Yes, it's not the smoothest of smooth, but migrating configurations between platforms is actually something that comes up pretty rarely. We are busy working on better ways for users to share configuration settings for a future release. [Please don't ask when, I'm not allowed to say.]