Most of your Halo: The Master Chief Collection save data will automatically transfer between Xbox, Windows Store, and Steam versions. There are a few exceptions: 

• Mid-mission checkpoints in the campaign and in playlists do not transfer between the Xbox and Windows Store versions.  
• Data on Steam for mid-mission checkpoints is self-contained and does not interact with Xbox or Windows Store saves.  
• Fully completing missions transfers completion progress between all versions. 
• Playlists that are partially completed do not transfer between Steam and Xbox versions. 
• Customization and PlayerID unlocks stay available everywhere through the Xbox network profile but might need to be re-equipped on a new platform. 

For a full visual breakdown of what data is retained and when, check the chart below.