If you receive the message that your CPU is not supported in Windows 10, it may be because two reasons. First, you need to ensure that your CPU supports PAE, NX and SSE2 instruction sets. Secondly, you may need to enable a setting in your computer's BIOS (described further down).
To test for PAE, NX, and SSE2, download a program called "CPU-Z" and run it. On the main window, look under the "Instructions" heading for SSE2, EM64T (which also indicates the processor supports PAE) and either VT-d or VT-x, which is required for NX support. If you have all 3, then you are good to go.