Refer to Hardware Notes - Creo 3.0 at http://support.ptc.com/WCMS/files/161492/en/creo3_hw_notes.pdf, Windows 10 is supported on Creo 3.0 M060 and later. And EMX 9.0 is compatibility with Creo 3.0, so Windows 10 is supported by EMX 9.0.
By the way, install the latest EMX 9.0 M010 is a preference choice.
did you read CS37254 article mentioned by Tao Sheng Shen (see attachment)? Do you own EMX license ?
Yes, I read that article & follow the procedure mentioned in the article but it shows me error message Foreign program "Expert Moldbase Extension 9.0 ""failed to initialise: error PRO_TK_LICENSE
What it means
I can't see your license file and Creo installation, therefore I have no other idea what to do. Please contact PTC Support, if you are active on Global support.
To load EMX in Creo, you need to set config.pro protkdat to <EMX 9.0 loadpoint>\bin\creo3\protk.dat or refer to https://support.ptc.com/appserver/cs/view/solution.jsp?n=CS37254 for detail
So far EMX 9 is it is not officially tested with Windows 10.
Still there should be no problem with it. You can simply try to install and run it.