While OS X-formatted drives don't typically work with Windows machine, there is a way you can get an secondary/external drive to work with both operating systems (Mac OS X 10.6.5 or newer). We accomplish this by reformatting drives in the exFAT format in Windows. exFAT can be read on macOS devices as well.
WARNING: This process will erase all data from your drive. You should back up your data to a second drive, follow this process, then move the data back to the original drive to have a drive that works in both Windows and macOS.
In OS X:
1. Plug the drive in to a Mac OS X machine
2. Launch the Disk Utility (Applications --> Utilities)
3. Click on the Erase tab of the Disk Utility
4. Under Format, select "ExFAT"
5. Select "Erase"
In Windows 10:
1. Plug in the Drive
2. Open File Explorer
3. Right-Click the Drive and select "Format"
4. Under "File System", Select "exFAT"
5. Click "Start."
If you do not see the option to select "ExFAT" in the File System section of the format window, you can also do this from a Command Prompt (Please be cautious when doing so, as typing in the incorrect drive letter may format the wrong drive):
1. Open a Command Prompt
2. Type the command "format g: /FS:exFAT", and replace "g:/" with the appropriate drive letter for your drive.
With this done, you can use a single drive to copy data between both operating systems if needed.