You have to set the time in the BIOS first then save settings. Not the other way round. Windows relies on the time in the BIOS to be correct. Not the other way round
If you have set the time in the BIOS correctly, and it keeps losing time in windows, the CMOS battery maybe flat. Replace it. Its the little round battery on the mobo
The BIOS has nothing to do with windows, so even if you change the time in windows (without changing the time in the BIOS), nothing will change in the BIOS