How does Trueskill work in Halo Wars, is it as simple as win and go up or what?

It’s not that simple regardless. You have a certainty factor, an uncertainty factor and your TS progress. How your certainty and uncertainty factors compare to your opponent’s, complied with a win or loss determines if you gain or loose TS progression. Spread of score doesn’t matter.

Except in Reach, I am not aware of TS-system accounting for actual individual performance outside of Lone Wolf Lists. In Reach, the player can determine how much of their TS effects their search options. Not so in Halo Wars.

That is the best I can do.