Elgato Thunderbolt™ Dock can work with Windows 8.1 via Boot Camp.
However, you will need to follow these steps to use the Elgato Thunderbolt™ Dock or any other Thunderbolt™ devices:
1) Shut down the computer.
2) Plug or unplug the the Elgato Thunderbolt™ Dock or any other Thunderbolt™ devices.
3) Turn on the computer and boot to Windows via Boot Camp.
See this article from Apple for more details:
http://support.apple.com/kb/ht5219#27
However, you will need to follow these steps to use the Elgato Thunderbolt™ Dock or any other Thunderbolt™ devices:
1) Shut down the computer.
2) Plug or unplug the the Elgato Thunderbolt™ Dock or any other Thunderbolt™ devices.
3) Turn on the computer and boot to Windows via Boot Camp.
See this article from Apple for more details:
http://support.apple.com/kb/ht5219#27