Unfortunately, those features weren"t immediately available for Windows 10 users, although Instagram confirmed it was planning to release them to its app in the platform. But now some users are reporting that Instagram has enabled Live Videos for them. This means the feature may be soon arriving for more Windows 10 users in the next days, since the company stated last year that the feature would be released in waves.
To see if you have the feature, open up Instagram, swipe right and then see if you have a "live" option to the left of "normal" at the bottom of the screen.
Source: Windows Phone Arena