Yes, every application has access to everything. The only exception are those weird apps that use the universal framework or whatever that thing is called, those need to ask for permissions. But most of the apps on your PC have full access to everything.
And Windows does collect and upload a lot of personal information and they could easily upload everything on your system. The same of course applies for the apps as well, they have access to everything except privileged folders (those usually don’t contain your personal data, but system files).
There are an infinite number of programs that could do this. Will they? Probably not.
Best thing is to install a trustworthy personal firewall, and block all outbound network access for all processes, and then enable as needed. This won’t stop Windows itself, but it will give you a heads-up if something else is trying to send data somewhere and you can make an informed choice at the time.
Yes, in theory any program, including Windows itself, could upload data to the Internet if not blocked.
Windows can be restricted by a network firewall. Programs can be restricted by filesystem permissions and the OS firewall, and not running them as admin.
But is this happening? Unlikely, unless you have malware. You can inspect your traffic.
As for restricting access to files you could run them under a separate user account. User A shouldn't have access to User B's home folder. Although if its something that would need granted admin access I think it would have access to other users files again.
Buddy, given your relatively basic questions and how you're posting to every single fucking vaguely relared community, I would highly suggest you do some studying on just... basic computer concepts and how to use them. Not sure what resources are out there anymore, but maybe some basic "these are the parts of a computer, these are programs and how they work" stuff from the 90s. They used to do middle school classes on how to properly use google and other seaech engines to find trustworthy information for citing in research papers. I seriously suggest you start there.
Then, after you understand the basics maybe you start trying to understand how all of that works in regards to security and the concept of trust in the software you install and run.
Spoiler alert: Computers are not designed with any sort of "zero trust" architecture like you seem to be shocked that they don't have. Things are not sandboxed, segmented, or otherwise prevented from accessing other stuff as a general rule.
This is why one of the bare minimum basics is "don't run anything you don't trust".