The only things to know is that some components of a MBP are more exotic and you only get drivers for them from Apple — and these drivers are sometimes a bit buggy (e.g. I had issues with certain bluetooth devices earlier, but a Windows update fixed it). Also, if you are running a 15" machine, be advised that the dGPU is always active and set to be the primary GPU. Battery life under Windows is really bad, no idea why, probably lack of power management drivers. Also, some Windows features like disk encryption won't work.
Installation itself is super straightforward. You don't even need to create a bootable install disk. Bootcamp assistant will create a temporary setup partition for you (super cool!) and do all the complicated stuff.