Thank you for this! This is exactly what I am trying to achieve at work. Every bit. 3 monitors. Bootcamp. 13inch tb. What are you using to convert to usb?
With the Dell "triple display" dock, none of the 3 displays are connected to the graphics chip of the MacBook Pro, so they won't be good for video or games. The Dell dock uses DisplayLink to transmit video data over USB (5 Gbps) using compression. A normal 4K 60Hz signal from the graphics chip is over 11 Gbps (3840x2160 60Hz, 24 bit color).
If you really need 3 displays, you can connect two of them directly to the graphics chip (via one or two of the Thunderbolt 3 ports). You can use two of the Thunderbolt 3 ports, or use just one Thunderbolt 3 port with a Thunderbolt 3 device that has two Thunderbolt 3 ports and a DisplayPort output (such as a Thunderbolt 3 dock like the CalDigit TS3 Plus) or you can use a Thunderbolt 3 to Dual DisplayPort adapter.
Then for the third display, you can use a DisplayLink adapter with any USB port (any of the remaining Thunderbolt 3 ports or a USB port on a Thunderbolt 3 dock). With a triple display dock, you could have five displays (two native displays, three DisplayLink displays). A list of devices that use DisplayLink are at
http://www.displaylink.com/products
They have devices that support one, two, or three displays.
The driver page at
http://www.displaylink.com/downloads/macos mentions incompatibility with the latest macOS 10.13.4, but that's not a problem with BootCamp.
To convert USB-C (or Thunderbolt 3) to USB-A, just use any USB-C (male) to USB-A (female) adapter like the one Apple sells.