These instructions specifically apply to Windows 10 1511 (November 2015 version) controlled by a Windows 2012 domain controller, but they will likely work with future versions as well.
To control Windows 10 privacy settings using group policy, you need to first download and install the latest Windows 10 ADMX files. Here is a link to the ADMX files for the anniversary update, 1607:
I would also recommend creating a central store for your group policy administrative template files.
The following pages have a collection of Windows 10 privacy settings that can be managed through Group Policy.
You also might want to create an XML file to control the start menu:
And create an XML file to deploy file associations, especially if you have used some of the privacy settings above to disable access to the default apps from the Windows store: