My question is if I get a new computer, can I just plug the hard drive in SATA as a secondary drive and access my files ? It is locked by password and some files have EFS.
If you had the foresight to export the certificate used to encrypt your files, this would be possible. If you did not follow the prompts to create a backup of that certificate, you would be unable to decrypt the files. If you had used BitLocker instead, you would be able to access your files (on another Windows machine) since you would have only required the passphrase to mount the drive. macOS has zero support for BitLocker protected volumes. It also does not support Windows EFS. Unless something has change it also does not natively support NTFS without third-party software.
If no what other options do I have ?
The only possible solution would be to image the drive and restore the image of the drive using third-party software that supports restoring the image to dissimilar hardware. This is sometimes referred to as "Universal Restore". The basic idea would be that you would restore the same installation you were using to log into the same installation. This avoids the need to export the certificate, although if you go this route, you should accomplish that task or disable EFS on the copy of the disk. You are copying the original HDD to a new HDD, so you don't modify the original HDD. macOS has zero support for EFS on Windows.
Can I use it as an external drive ? I don't have the certificates backed up, not even sure if they're on the computer I can just right click and unlock the files usually.
You could use the HDD as an external drive, but I wouldn't recommend it. The certificate is most certainly on the drive; otherwise, you wouldn't have been able to access the files that were encrypted on it. Using an NTFS drive as an external drive on macOS will present problems.
I only have access to a MacBook Pro for now, I would like to backup all that data and also access it.
This will present a huge issue. MacOS does not natively support NTFS and thus only workaround that is feasible cannot be done on the MacBook. My suggestion about creating an image of the HDD, restoring that HDD to a different HDD, all presumes that the installation will actually boot. If the original HDD would not have booted on the original machine then there is no realistic way to decrypt the data. If you had exported the certificate used to encrypt the data you would have additional options.