This video is how to get your Macbook Pro or any Mac with a Thunderbolt 3 setup with an eGPU. It’s really easy if you use an NVIDIA based card for Windows Bootcamp. It’s more tricky if you are using an AMD based card – link how to do that here: https://egpu.io/boot-camp-egpu-setup-guide/
I just finished a video on the 16-inch MacBook Pro’s gaming performance not too long ago and I included some benchmarks that showed significant improvement with an eGPU. Link to that video here: https://www.youtube.com/watch?v=fPlM_tARsLI