There used to be problem caused by the fact that Windows Live Mail requires .Net Framework 3.0, which proved to be difficult to install on Windows 10, but I think Microsoft has fixed it in the meantime.
However, in case you run into this issue, open the Start Menu and start typing "Turn Windows features on or off" (without quotes) until an option with this name appears in the upper sides of the menu, then click on it. Now, check the box marked .NET Framework 3.5 (includes .Net 2.0 and 3.0), then click OK. Lastly, follow the instructions to install the desired version of .Net Framework 3.0 and reboot your system.