LHR to Windsor

It's all here, including luggage size restrictions:

https://www.windsor.gov.uk/visitor-information/faqs

You can walk from LHR to the Heathrow Central Bus Station. Hop on a direct bus to the Slough Bus Station (45-minutes). I believe you want to get off at Queensmere Shopping Center.

I don't believe the Slough bus station is in Windsor. It seems to be more than 3-1/2 miles away, so additional transportation will be needed--I assume a connecting bus, or perhaps a train.

I don't believe the Slough bus station is in Windsor.

Thanks acraven, I corrected my post.

You can walk from LHR to the Heathrow Central Bus Station.

Only if you arrive at Terminals 2 & 3. If you arrive at T4 or T5, you will have to take the train or tube to the T2/T3 station and then walk to the central bus station.

From there take the number 4 or 7 bus to Slough. There you transfer to the train to Windsor.

The Queensmere shopping centre is nowhere near Windsor.

Or you can grab a cab or Uber from the airport to Winsdor.

Only if you arrive at Terminals 2 & 3. If you arrive at T4 or T5, you will have to take the train or tube to the T2/T3 station and then walk to the central bus station.

Canadian and US airlines fly into T2 and T3. If you're flying on British Airways or Iberia, it will be T5.

First Bus (Berkshire & Thames Valley) Bus #8 goes between LHR and Slough, stopping at various Windsor points on the way. Check the website for timings and stops at LHR, as sometimes it goes up to T5 and sometimes it goes all the way to the Central Bus Station @LHR (near T2/T3).

Bonus: Runnymede (where the Magna Carta was sealed) and Old Windsor are wonderful stops on the way.

https://www.firstbus.co.uk/sites/default/files/public/maps/Route_8_web.pdf

https://www.firstbus.co.uk/berkshire-thames-valley

If arriving at Terminal 5, it would be simplest to take the Greenline 703 bus right to Windsor; the stop is at WH Smith right near the train station and the castle. Travel time is 50 minutes, no changes.

https://images.reading-buses.co.uk/downloads/Green%20line%20703%20times.pdf

Lola is right. Terminal 5 has its own bus (coach) station. Just follow the signs inside Heathrow Airport to get there. You will buy a ticket from the lady at the ticket window, go through double glass sliding doors, then you'll be right at the coach stalls outside. Look at the header over the front window of the coach to find your correct coach.

However, our preferred way is by taxi. Believe me, it's worth the price. 20-25 pounds.
It's not a long distance at all.
This is a case where a little extra money spent is worth it for convenience if you are jet lagged and don't want to hassle with riding the bus (coach).

Where are you going after Windsor?
If your destination is London, it's easy enough to hop on the train at Windsor and go in.
Windsor has two train stations.

Taking a bus it will take 45 minutes to an hour to get there. The easiest way is to take a taxi, 15 minute ride.