I just installed Razer Synapse, the Razer GFX card switcher, and the Nvidia drivers - I didn't have to do anything special (and I suspect the Razer software isn't actually required). When I installed Windows 10, I noticed that the Intel thunderbolt software that's normally present wasn't installed. I installed a copy, but got an error when running it that "This application is not supported on Boot Camp. (Thunderbolt devices and networking will work correctly).
I did notice that when I use the short passive cable that came with the core, the Core seems to power cycle itself a lot more on boot than with the active cable (they both work though).
One last caveat is that while the Core will power the MBP, if you've got the Apple power brick plugged in (so that the MBP is drawing from that instead), Windows will blue screen if you unplug the power.