I'm not familiar with the Xbox saving system, but I once read about exporting Skyrim stuff between 360 and PC.

Here's the reddit thread:
http://www.reddit.com/r/skyrim/comments/mfgrp/psa_you_can_transfer_skyrim_savegame_files_from/

A search about FFXIII save files yields this:
http://www.reddit.com/r/FinalFantasy/comments/2jew4y/where_are_ffxiii_pc_save_files/
and this:
(see comment for link, not enough rep)

So I'm positive you should only have to retrieve the "ff13-00.dat" file from the Xbox using that "Modio" program and place it in
C:\Users\\[username]\AppData\Local\SquareEnix\FinalFantasyXIII\save