As the title says, I've already installed Windows by bootcamp and all works well. Now I've found this windowssupport.dmg in Macintosh HD/Library/Application Support/Bootcamp. Can I just delete it? I'm low on disk space.
Yes, you can.
windowssupport.dmg is a large but disposable file. System requires it once when you installing Windows. After that you've got no reason to keep it at your drive.