Hi Paulo,
Thanks for this. I have attached the error message that suggests I need to install Media Features. I've also provided a screenshot that shows Media Features is turned on (which, as you say, I think is the default - it's always been on). Finally, in case I was missing something, I looked into the Optional Features settings where some folk have suggested adding the Media Features Pack (as per the PS4 Remote Play error) but it's not listed and its not an option to add (which makes sense, since I think it's a default feature on regular Windows 10).
Interestingly, it just works on my Windows 10 Surface Pro.