The Thunderbolt/USB 3.1 Type C port can be utilized in different ways, you can manage one port or both, depending on the system. A device it may require changing the mode in order for it to function. In the BIOS, you will need to change the DDI setting then check if your device works on Windows.

BIOS > Advanced > Advanced Chipset Control > DDI Control

Try DDI to mDP to enable display or DDI to TBT to utilize the Thunderbolt Port. Here's a short video to see where it's located in the BIOS.