I have a CUDA project in Nsight Eclipse under Linux, but one of the machine where I have to test my code uses Windows 8 with Visual Studio 2012 Professional. How can I convert my project from the Eclipse edition to the Visual Studio edition? Or if it is not possible, at least how can I compile to Windows application from Nsight Eclipse under Linux?
You cannot do either. You will need to create a Visual Studio project on Windows using your existing source files.
Unless you are using some Linux-specific libraries in your host code, you should not run into any problems on Windows.