Hello Heinz Robens,
Just to clarify. Did you download the DVD, Media 59132986_6?
INSTALLATIONS & UPGRADES > By Aplphabetical Index (A-Z) > SUPPORT PACKAGES AND PATCHES - G > SAP GUI FOR WINDOWS > SAP GUI FOR WINDOWS 7.40 CORE > INSTALLATION > 50132986_6 \ Presentation - 7.40 Compilation 3 Presentation 1
If you have the full installation media and extracted it then I would suggest you read the documentation. Look for a PDF file called SAP_Front_End_Installation_Guide.
With this media it should have the updated SAPSetup.exe which recognizes Windows 10 OS.
The Installation Media Change Date is 04-22-2016. There is a new cumulative core patch 9 released last week that you can update the initial installation with after it has successfully installed. Then depending on what Add-On like BI, GroupWare, Adobe LiveCycle Designer, etc you can install those as needed.
Cheers,
Dan Mead