I have a 2014 iMac with a Bootcamp version 6.0 installed. I want to use it as a display for a MacBook Pro running windows 10 via thunderbolt to thunderbolt cable. Is that possible? or only works from OS-X to OS-X? Can someone refer me to a official documentation that states that this is supported or has done it themselves?
Nope, this is not possible. Target display mode only works if both machine are in macOS, as mentioned in the Apple KB article Use your iMac as a display with Target Display Mode.
If your iMac is currently started up in Windows, it won't enter Target Display Mode. Target Display Mode isn't supported in Boot Camp.