Heathrow to York by train

Piccadilly line Underground from Heathrow to Kings Cross St. Pancras (takes about 1hr), then Virgin East Coast from Kings Cross to York.

To get from York to Windsor will require multiple changes and using different services. The best bet seems to be to get the train from York to Kings Cross, then the Tube to either Paddington or Victoria, then either South West Trains (from Victoria) or GWR (from Paddington) to Windsor. Bearing in mind the number of journeys you'll have to make, a railcard may be a good bet.

Thank you for your reply. Is the rail card good on all lines?

My preference would also be to take the London Underground (Tube) directly from Heathrow to King's Cross station (allow one hour), from where trains depart to York. If you start with the Heathrow Express, it ends at Paddington station, then you'd still have to connect by Tube or taxi to King's Cross station. See www.nationalrail.co.uk.

A BritRail England Pass covering three train travel days within a month costs $237 for an adult, or cheaper for groups, seniors age 60+, and people under age 26. This would allow a flexible departure plan, instead of booking an Advance-discount ticket for a particular time on your flight arrival day and instead of running into the full-fare ticket of 105 pounds one way if you buy in the station. That's helpful given the possibility of delays between the flight, immigration, navigating the airport, etc. The pass covers all trains including the Heathrow Express but not the London Underground.

That rail pass link will also get you to info about the Two Together Card, Family Card, or Senior Card, if you qualify for one, which are not passes but allow discounts on train tickets.

Usually, just for one return long distance trip as you are planning, a rail pass isn't good value, as individual tickets in advance are likely to work out cheaper.

It is easier if you just cover Windsor as a day trip from London, as York to Windsor is a long journey via London.

Heathrow - York. Underground (Piccadilly Line) to "Kings Cross- St Pancras", this station is shared by 2 mainline terminals make sure you follow the Kings Cross exit signs. That part will take about an hour, buy ticket from machine at airport, do not be tempted by the promises of speed from Heathrow Express! There are frequent trains from Kings Cross to York taking about 2 hours. As usual you will have the problem that on-the-day tickets can be expensive if you hit peak travel times but the cheap ones require fixed reservations and you are at the mercy of airline reliablity! I need to know what time (and day of week) they say you will land, there may be a way around this problem.

York-Windsor.
Option 1. go back to Kings Cross and then use Underground to Paddington or Waterloo (NOT Victoria) for onward commuter train. Try to buy one through ticket, Rail tickets which require a cross London connection include the Underground fare. The small card tickets with magnetic stripes can be used in the Underground gates (do not foregt to take it out of the gate!!!), those with QR codes work on scanners. Tickets valid for Underground transfers have a small Maltese Cross printed on them.
Option 2. Travel via Oxford, change there (if possible, Reading if not) to Slough and change there for the final few minutes to Windsor. Departs York at 35 minutes past most hours (weekdays), takes about 4hours 20minutes.

check out exact details at www.nationalrail.co.uk
for option 2 you need to click "More options" and add Oxford as a route, otherwise it will show the fastest route which is usually via London

Rail pass? probably not for just 2 travel days.

and railcards are only available to Families/Friends with kids, Young People, Couples who travel together, and Seniors (ie not the majority of travellers!!). You have to buy them, you need to travel a lot to get value.

https://www.railcard.co.uk/

I think you would find it cheapest to go on www.nationalrail.co.uk and put in for YRK > KGX and find the trains and fares for your desired date. (11 weeks out should give you the best prices but pay on the day for non pre-booked travel can be expensive). This will be cheaper than booking a through journey from York to Windsor. You should be able to find a train that will get you from York to London Kings Cross for £13 if you book far enough ahead. Click ‘details’ on the national rail website and it will tell, you who operated that train service - pre-book with them.

You should then be able to go to the ticket office at King's Cross and purchase a ticket to Windsor - which should include the underground. (If you put in for a journey from King's Cross to Windsor on the national rail website, it will tell you how to do it. Note that Windsor has 2 stations so you would need to know which one you are going to as the routes are different. They are about a 7 minute walk apart in Windsor.