I can't find any official confirmation of that. It seems that Windows should be able to pick up any PCIe device connected through Thunderbolt as though it was connected through PCIe, but I can't find confirmation of that. So I can't verify for sure whether it would work on Windows.
And finding a PCIe expansion box that will support the cards is even more complicated. I just happened to be looking at similar devices when you posted this question. Most of the expansion boxes that are "reasonably" priced (around $500) only supply about 25W through PCIe, which will not be enough for practically any graphics card worth using. There are higher end boxes that to deliver much more power, and can even connect multiple graphics cards, but then we're talking about devices where you have to contact the manufacturer to even get a pricing estimate.
Tom's Hardware does happen to have a review for one device that might work, though. You can find it
here. That particular model is discontinued, though:
this is the newest version I could find. It costs $500, and it can only power cards that use 80W. Again, I can't guarantee it will work, but if you have money to burn in one of these
and get a discrete card like the 750 Ti, then I'd be really interested in seeing the results.