The ticket I presume you're referring to is the one showing on BRFares as:
SDS ANYTIME DAY S ◊ ANY PERMITTED £5.30
From: TRVCARD 1
To: Zone U1* LONDN
(There is also a £4.30 ticket routed VIA UNDERGRD/DLR)
I don't think the Routeing Guide covers tickets like this, between London Termini, and my guess is that the ticket issued will not actually be valid via Windsor, as the shortest route is virtually 0 miles (Tube miles are not counted as rail miles)
I hope you booked seat reservations![]()