What is Windows? - no, seriously... This product is intended as a storage expansion for Macintosh products (basically the generation of devices before Apple brought USB-C devices, ca 2015 - see manufacturer for exact specifications).
The idea is to put the existing smaller internal flash disk in the MacBook into the enclosure and install the larger Transcend in the MacBook, then migrate the system and continue to use the original disk in the external enclosure for data transport, backup, archiving, etc.
Your idea seems to be to use this drive as an external data transport, which you want to use with Windows: yes, that's possible, but it's not intended as there are other cheaper solutions for this (SSD in external enclosure etc) - and furthermore I doubt that your Win socket has a Thunderbolt 1 or Thunderbolt 2 connection. Alternatively, you can use the disc on USB-C devices with a USB-C_to_Thunderbolt_1_2 adapter from Apple.
If you are even planning to install the flash disk in the windbox, then it will not work at all, as the pin assignment does not correspond to the usual standard of SSD storage (SATA, NVME, M.2 etc).
The Transcend are reliable memory expansions, which I have used many times. Alternatively, there are such expansions from OWC, which I prefer to avoid.
Hope this helps.