Any content that exists in your Customization Inventory, including pre-order bonuses and the Halo: Reach characters, will be accessible on all platforms via your Xbox Live Gamertag.
Your progression for Campaign and Multiplayer will also roam with you across all versions of the game – including Steam – automatically. No platform picking, no save transfers.
For any content that is based on an entitlement (ie. does not get added to your profile/inventory), the content will not transfer from Xbox/Windows 10 to Steam and vice versa.