My first question is, if I have previously played Halo Wars: DE in Xbox One and I start playing it on Windows 10. Will I have all the same data, per example campaign progress and multiplayer rank? Or it is a start from 0.

My second question is, does Halo Wars: DE achievements count for the Halo Gamerscore in Halo Waypoint?

Thanks for all the replies and valuable information.

Have a nice day! :)
DE on console and on PC both share your xp. You won't have to start from 0 if you switch from one to the other. As for achievements, all I can say is that I'd assume that yes, they count towards gamerscore.
If your Microsoft account is connected to your Xbox One account then yes.