You need to have SQL server installed somewhere, whether that is on the Windows 10 PC or another PC/Server. If you are doing stand-alone on that Windows 10 PC, you could possibly use SQL Express as a free option as long as you don't exceed the limitations of SQL Express and can deal with the slower performance. Otherwise you will need to purchase a SQL server license.

SQL Server 2016 is installed on the Windows 10 Pro PC.  I did that first.  When I try to install HRMS 2016 it asks for the SQL Server name and the 'sa' password.  I filled that in and after about 10 seconds it tells me the 'Specifed Server cannot be found.  I also shut off the firewall so the ports would not affect it.

What am I missing?  Or is Windows 10 Pro NOT supported for the entire install?

Any and all advice appreciated

Windows 10 is supported.

There must be something not set correctly in SQL that is preventing HRMS from being able to connect to the server. I would recommend checking the SQL Server Configuraiton Manager to make sure the correct protocols are enabled. Shared Memory, TCP/IP, and Named Pipes protocols should all be enabled.