First off, the only way ProRes will work at all within Windows is to use Apple's Quicktime decoder (free download). But that will only support playback within Quicktime and nothing else.
You didn't specify whether your client is authoring to DVD or Blu-ray in Encore, but in either case, the best thing to do would be to provide the client with the appropriate audio/video transport streams that can drop right into Encore without the need for transcoding. You can use Compressor for this.
For DVD, you can use one of the DVD video presets, which would output an MPEG-2 transport stream (.m2v extension) appropriate for DVD video. You also need to output an audio stream as well, as part of the batch. The Dolby Digital 2.0 preset (it's grouped with the DVD presets) works fine for this. The audio stream would output as an AC3 (.ac3) stream. Those two files would drop into Encore with no problems.
Blu-ray is a little more complicated. You would have to make a custom preset (H.264 for Blu-ray or MPEG-2 with "Blu-ray" as the stream type), adjust appropriately for frame size (1920x1080, typically) and bitrate (30-35 Mbps is typical), etc. For audio, again, one of the Dolby Digital 2.0 settings from the DVD presets would work fine.
And finally, keep in mind that ProRes Proxy really shouldn't be used as a finishing intermediate. While it's fine for off-line editing, you should consider reconnecting the finished timeline (by doing a batch capture) to files rendered in ProRes 422. That would yield much better results on the final output.
