How does Double-Strike work, is it comparable to Windfury in Hearthstone?
Combat with double strike works like this:


Declare attackers (i.e. the active player says what creatures they are attacking with).
Assign blockers (i.e. the defending player says which attackers they are blocking, and for each attacker which creatures they are using to block).


At this point, all attackers that have legal blockers assigned to them are considered to be blocked.  (A blocked creature cannot damage a player, unless it has trample.)

Assign "first strike" damage, i.e. any creatures involved in combat that have either first strike or double strike deal their damage.
Assign main combat damage, i.e creatures without first strike deal their damage. 


So creatures with double strike actually deal their damage in two bursts. If the creature was blocked, then (in the absence of other effects), it can only deal its damage to the creatures assigned to blocking it.  This is true even if the blocking creature has already died - the attacking creature is still blocked, and will deal no more damage (Unless it has trample or a similar ability). If the creature wasn't blocked, then it deals its damage directly to the player (or planeswalker) that was being attacked.