If you are using two-factor authentication you will receive an prompt to permit the login.
Scroll down the Security and click on Edit
Scroll down to the App-Specific Passwords and click on Generate Password
When prompted Enter a Label for this Password, I entered ‘Windows Native Mail App’
Click on ‘Create‘
At this point an app-specific password is created. It will be 4 characters in 4 sets totaling 16 characters.
In Windows 10, Settings>Accounts>Email & App acounts> Add an account and follow the prompt in entering the iCloud email credentials.
At this point all contacts, calendar information and emails will be populated in the respective people, calendar and the native email app of windows 10.