Windows Key when running Win 8.1 in Boot Camp on a Mac
Is this just a problem with Windows 8? With Windows 7 running in Boot Camp, the ⌘ Cmd by itself acts as the ⊞ Win. If I tap just the ⌘ Cmd, the Start Menu pops up. If I type ⌘ Cmd-L, my screen will lock.

Within Windows, you may want to check "Apple Software Update" to see if any new drivers are available. Also check the Keyboard tab in the Boot Camp control panel. In the Boot Camp control panel there is also a Help button, and one of the topics mentions that you can use the "Add or Remove Programs" control panel to remove the Boot Camp drivers if you want to reinstall to ensure a fresh installation.