As of now, Windows does not differentiate between cases in file names meaning that “filename.frm” and “FileName.frm” names yield to the same file. Currently MySql databases are “stored” as folders and tables as files (even when InnoDB is used!), so naming is affected by how the OS stores their names. This is why you have only lowercased db and table names on Windows.
Besides, there is a setting in MySql called lower_case_table_names. On Windows this value defaults to 1 (true). If this value is set to this value, then your table names will be always in lower case regardless of you OS.