The documentation for how one uses WinSSHFS on Windows 10 on the Internet, in my opinion, sucks. That said (and yes I feel better now), here's a quick, easy way to get it working on your machine.
1) Download WinSSHFS here:
https://github.com/feo-cz/win-sshfs/releases/download/1.6.1/WinSSHFS-1.6.1.13-devel.msi
2) Download the Dokan library. You must download version 1.0.5 or WinSSHFS will bitch. You can download Dokan here:
https://github.com/dokan-dev/dokany/releases/download/v1.0.5/DokanSetup-1.0.5.1000.exe
Enjoy!