Are Boot Camp drivers for thunderbolt to gigabit ethernet available?
First of all, connect the adapter and reboot. In many cases, it will solve the problem. You need to reboot because the adapter is not hot-pluggable. For the same reason, if you remove and re-insert the adapter, it won't work until you reboot.

If you still have difficulties, I've found driver information while looking at the Thunderbolt to Gigabit Ethernet Adapter page at Apple Store.


  Google "broadcom driver windows netxtreme". Select the netxtreme I
  Desktop/Mobile driver.  Install via device manager (select location
  where you unzipped driver).  Note, the PCI ID for this device
  14e4:1682 is not listed in Broadcom's web page list of supported IDs.
  However the driver's .inf does include the requisite matching for the
  new device ID.


Hopefully, you can solve this with a reboot due to it not working as a hot-plug device, and each time you need to boot Windows with the adapter attached for the driver to load.