It should work in Windows - are you connected to the Internet? This in Win10 - Gimp 2.10 using default settings.
It might be a firewall or AV on your installation blocking the connection.
In Edit -> Preferences -> Help System try using the Web Browser option
If all that fails there is a good version of the Help files as a PDF here: http://gimp.linux.it/www/meta/
Download the gimp-help-2.10-en.pdf size 40 MB All you need with a searchable index.
At the moment there is no installable Gimp 2.10 help - it is still work in progress
It might be a firewall or AV on your installation blocking the connection.
In Edit -> Preferences -> Help System try using the Web Browser option
If all that fails there is a good version of the Help files as a PDF here: http://gimp.linux.it/www/meta/
Download the gimp-help-2.10-en.pdf size 40 MB All you need with a searchable index.
At the moment there is no installable Gimp 2.10 help - it is still work in progress