By default the Mullvad client and older OpenVPN clients will not work on Windows 10 and return the error "There are no TAP-Windows adapters on this system". This is because the installation of the OpenVPN TUN/TAP driver results in registry entries that are incorrect. This has been an issue in preview builds of Windows 10 as well and we were awaiting the stable release to see if the issue persisted. It did.
This means that users of the OpenVPN client will need to download a newer client version here. Users of the Mullvad client software will be able to download an update which fixes this problem early next week.
If you can't wait, you are also able to manually fix the problem by reading the Windows 10 entry in our FAQ.