It's easy to install Docker on Windows 10, using Docker Desktop – a Windows package that sets up all the prerequisites, deploys the latest version of the Docker Community Engine, and gives you a UI with some useful options to manage image repositories and remote clusters.
In production, you should ideally use Windows Server 2019 Core, the installation with no UI. This reduces the attack surface and the amount of Windows updates your server will need. If you move all your apps to Docker, you won't need any other Windows features installed; you'll just have Docker Engine running as a Windows service.
I'll walk through both of these installation options and show you a third option using a VM in Azure, which is useful if you want to try Docker but don't have access to Windows 10 or Windows Server 2019.