Are you staying at the Saville Court Hotel?
If you are and you're into cars, 5 minutes from there is Maranello's Ferrari dealership which is opposite a Loch Fyne [fish restaurant]. Probably worth going to eat there one evening and walking across the road to have a look at the cars between courses.
If you like Golf, you're 10 minutes from Wentworth? If you like horse racing you're 10 minutes from Ascot? If you like pikey shit holes, infested with gypsies, roundabouts and chavs, you're 15 minutes from Bracknell?
As said above though, not much locally [other than obviously Windsor Castle - can't see why you'd want to see Eton College unless you're a paedo] but you're only 30 minutes on the train from London