EDIT from comments: In Windows 10, I shrinked current C partition used by Windows and made 40GB free for Ubuntu.
I followed number of articles and changed settings on Windows to disable Secure Boot and enable Legacy boot and that allowed me to boot from bootable USB with Ubuntu 14.04 on it.
Once I boot from USB, I get the menu to Test Ubuntu or Install it. I click on Test and that opens Ubuntu from where I can click on desktop M icon "Install Ubuntu". But that takes me only up to this step.
I have tried same with Ubuntu 15.10 (both are 64 bits as recommended for Windows 10).
Once in Test Ubuntu, here is what gdisk returns. Not sure if that can help though: