Speaking only as an immigration attorney, I can recommend corresponding with a U.S. Tax Attorney, Financial Planner, or CPA. That said, retaining a qualified U.S. Immigration with experience with the EB5 program can help you coordinate with other professionals and help you reach your U.S. Immigration goals.
The same as any other investment.
Consulting with an experienced international accountant or attorney should be able to advise you on the tax consequences. There are international laws against double taxation in two different countries.