The important thing is that you can't control-click on Windows to activate the contextual menu, so you need to set the option to right-click for each device in the macOS System Preferences.
In your Trackpad settings, ensure that in the Point & Click section, the Secondary Click is set for Click With Two Fingers. That will allow you to use the trackpad to right-click by using two fingers instead of one.
In your Mouse settings, go to the same Point & Click section and set Secondary Click to Click On Right Side.
This way, both devices will be able to right-click without needing the control key.