Unlike music and photos there (seems to be, IMHO) is no built-in sync option for iMovie. You may need to use a program like iExplorer to get the actual project files off the IOS device but once you have them there is no guarantee that they will be usable in any application (Mac or Windows).
If you tap the share button in iMovie you can then save the final project as a movie file right to the camera roll which will then sync to your PC the next time you sync your device. But from your question it seems that you want a backup of all of the individual files contained in each iMovie project.
I would bet that a backup of your iPhone contains all of those files but never having actually used iMovie on an IOS device I can't say so authoritatively. But again an application like iExplorer will let you (ahem...) explore the backups on your PC to verify and extract those files.