Yes, it's possible and I like it: I can backup a Kdenlive video project I did on my private Linux-PC to my USB-stick and open and edit it at my office where I run Windows 10. I only had after opening it to reload the clips in the project bin (right click -> reload clip) in order to make some clips in the timeline appear in the project monitor.
Just wanna say thank you, for this great video editor!

Thank you for this information. This works very smooth in 19.04.0. If you have a white screen while playing just re-load the clip. Ones you have the clips available on both systems you can exchange the kdenlive project files only. 18.12 Linux to 18.12 Windows works as well.
BTW: this was not working halve a year ago.