Hi Annette,
We stayed at the Caravan Club site in Denham (Wyatts Covert), in July, specifically to "do" London and Windsor.
It is ideally situated for both - Windsor is about half an hours drive away and London is about half an hour by train, the station being within walking distance from the site (if you're quite energetic!)
There are a couple of caravan club sites actually within London but, when we looked at them, we found that it would take just as long to get into the centre of London as it would from Denham and that the public transport wasn't necessarily as close to the site.
Incidentally, we spent 3 days in London having bought a 3-day off-peak travel card for about