I don't know about Windows, but if you see the example your Mac is putting it in your keychain app, which is usely available on other devices that are connected to your Apple account. Also if you install a new macbook. Most likely also on your iphone. If you have an Android phone that will be a lot less smoot
I had the impression that Apple stores and syncs them for you, but at no point will give you the option to actually backup or restore (have a copy of the info under your management). Let's say I need to move a credential from my account to my wife's, I guess it's probably not allowed. Or god forbid I change Apple IDs.
You can export your password (from Safari or from the Settings app) to a csv file. Not sure how that handles passkeys, if at all, however. Probably not (yet).
