Over on YouTube user Petr Horký has uploaded a helpful tutorial video showing how to install GNU Radio on Windows 10. Petr goes through the steps from installing Python, pip and other dependencies like numpy and pyqt, to installing GNU Radio itself and then ensuring that the system PATH is set correctly.
GNU Radio is a block based programming language for building digital signal processing applications (e.g. demodulators/decoders). It is very useful for experimenting with more advanced SDR concepts, and there are also many RTL-SDR compatible applications built with GNU Radio as well. GNU Radio is typically run on Linux, but can also run on Windows now too, although perhaps not every program will be compatible.