MacBook Pro 2016 – Why F1-F12 Keys Were Removed but Fn Key Remains

You have two options; either hold down fn as L2G suggested, or switch to the F1 etc. keys to work like that directly.

This can be setup in keyboard preferences here:

If you do that, F1 will work as the actual F1 key. If you want to use it for controlling the brightness, you'd hit fn with it.

I personally haven't had the chance to try so.
But this video from 9to5 mac shows the functionality of the touchbar in windows via bootcamp.
tips and tricks for the touchbar
Windows is mentioned at 6:50
As you can see, the brightness and volume keys are available. And here is a picture of my new macbook in bootcamp showing the functionality of the fn button: