Open up Windows 10 Mail (you can locate it by clicking the start button and typing in 'Mail'). If this is your first time using Windows 10, you will see the below window. Select the "Add Account" button.
If you have already setup an existing email in Windows 10 and want to setup a new one, then instead of the above screen you will see what is below. Select the cog icon to open the Settings sidebar, then select "Accounts". After that, select "Add Account".