Would it still transfer the same type of save file or would i have to convert the file type ?
You would have to convert the file, but since you would be using a thumbdrive, you could just copy, instead of move. That way the original save exists on the xbox's HDD. There are two tools that are perfect for this, one is Modio, and the other is something comparable with Gibbed's ME2 save editor. The only save's I edited were my ME2 when the originals glitched on me, and I used it as a method to rectify the issue. So I'm not sure what save editors are worthwhile for Skyrim.
Modio download link. : http://www.game-tuts.com/community/index.php?pageid=modio
I hope this helps.
A quick edit for a useful link. http://gamethingdaily.com/2011/11/19/xbox-360-skyrim-saves-transferrable-to-pc/
Seems you don't need a gib editor to change the file over. Modio will suffice for the transfer.