Going south and entering the US, you will have to pass US Immigration. You'll do so at the US CBP Preclearance Facility at the Winnipeg airport, before you board your first flight. That makes the Winnipeg > Chicago flight effectively a "domestic" US flight. When you arrive at ORD, you'll just deplane and find your departure gate. You may have to pass security again, but United thinks you have enough time to do that, as their (United's) computer allowed the route on a single ticket.

Coming back you have a shorter connection, but as above, United thinks there's enough time. And if you don't make the ORD > YWG flight, United's responsible to get you there and will put you on the next one.

Going south and entering the US, you will have to pass US Immigration. You'll do so at the US CBP Preclearance Facility at the Winnipeg airport, before you board your first flight. That makes the Winnipeg > Chicago flight effectively a "domestic" US flight. When you arrive at ORD, you'll just deplane and find your departure gate. You may have to pass security again, but United thinks you have enough time to do that, as their (United's) computer allowed the route on a single ticket. Because both flights are on United, your baggage will be checked-through directly from Winnipeg to Florida, and you won't see it in Chicago.

Coming back you have a shorter connection, but as above, United thinks there's enough time. And if you don't make the ORD > YWG flight, United's responsible to get you there and will put you on the next one. As above: because both northbound flights are on United, your baggage will be checked through and you won't see it until you arrive back in Winnipeg.