This is for Windows 7, but should work for Windows 10
A quick search on the Apple Support site, I was able to find instructions on downloading the correct driver. I have condensed them here for quick reference:
Download the Netxtreme Mobile/Desktop Driver. It will say that it's not supported, but the
.inf file does include the requisite driver entries
Unzip the drivers to a temporary folder on your hard drive (preferably your Desktop so it's easy to find)
- Connect the adaptor to the thunderbolt port
- Reboot Windows
Windows should automatically detect the adaptor now and install it. You may need to point the installer at the location where you unzipped the drivers.
If that doesn't work, you will need to do this through Device Manager
- Go to Start > Control Panel > Hardware & Sound and open Device Manager
- Click the name of your computer at the top of the device tree
- Click Action at the top of the window and choose Add Legacy Hardware
- Click Next
- Select "Install hardware that I manually select..."
- Choose Network Adaptors
- Choose "Have Disk"
- Browse to the location of the drivers you unzipped earlier.
- Click the .inf file
- Select Broadcom NetXtreme Gigabit Ethernet from the list of drivers available
- OK and install
You may need to reboot again with the adaptor plugged into the Thunderbolt port to finish the job
Note: Again, these instructions and driver downloads are for Windows 7. Thought they should work with Windows 10, it is not guaranteed.
If having both OS X and Windows 10 support is important, consider getting a USB 3.0 to Gigabit Ethernet Adapter. I have personnaly used this exact adapter on an iMac, a MacBook Pro, a Mac Mini (Dual Boot w/ Win 7) and a Surface Pro 3.