what the uncertainty (or error) on the pressure readings
What Windy shows is not reported pressure, but forecast pressure. The pressure shown by Windy is predicted by the model after interpolation between grid points It is the first cause of error. If you look at the pressure values by the different weather models at your location, you will get an idea of the uncertainty.
Personally I would prefer to use the pressure readings at the nearest professional weather station to your location.
Reported pressure at weather station is not displayed in Windy.