Boot Camp, Windows and a Kinect
In short, yes, everything would work fine for you.

You would get a Windows license, and use Apple's native Boot Camp software to create a Windows partition. This runs completely off the hardware and without the need for a VM.

Part of the Boot Camp installation process is to install the correct Windows drivers for your Apple hardware, so the Mac's GPU and USB 3.0 ports should work.

As far as hardware goes, you would need a pretty good laptop and graphics card. I recommend Apple's MacBook Pro 15in with Retina Display.