If you are using Windows 8.1 there is a command line tool called powercfg you can use to troubleshoot sleep related issues. In a administrator-level command prompt, you would type powercfg /sleepstudy and it will generate a report you can use to determine what is preventing the device from going to sleep, which is the likely scenario.
Ideally, what you want is for the device to sleep for some period of time, say several hours, during which time the system state will be stored in RAM, using about 0.5W power, then after that time if it is not interrupted, hibernate where it writes the state to disk and then shuts down entirely. The trouble is that any number of drivers or programs can prevent the computer from going to sleep.
Have you considered running Windows in Parallels instead? I'm not certain how the performance would be on the Macbook, but for light use, I suspect it would be fine. This would prevent you from having to use Boot Camp for Windows, and it allows you to mix OS X and Windows programs side by side. You would likely get better battery life, and more dependable performance this way.