Yes, the SnitchPlus is compatible with Windows 10. In fact, it's even specified on the official website: Windows 10, 8.x, 7, Windows Vista and Windows XP support.
When installing on Windows 10, right click the setup package and choose Run as Administrator. This will give exclusive access to the application and you can also avoid other issues and errors, but it's a must to download the new version because your old one won't work.