Hi Maarten,
SAS still don't support Windows 10. I'm having to run a Windows 7 VM on my machine for the time being. I read a few days ago that support for Windows 10 could come as early as Q1 2016, so it could be quite soon.
People have reported that SAS runs fine on Windows 10 if SAS was installed prior to the O/S upgrade. I've tried to figure out which mechanism the SDW uses to identify the version of Windows, but had no luck so far.
Hope this helps.
Nik