If you continue having an issue, feel free to contact our Support team. Other people have done things such as uninstall/reinstall Steam, make sure there are no conflicting overlay programs, make sure they have the latest video card drivers, etc. However, for those of you who can't run games in Windows 10, please try running Uplay and Steam in compatability mode, and I also recommend running both programs as an administrator to try and compensate for not being officially supported. I know specifically Heroes III HD was designed for Windows 7 and Windows 8 as shown here in the system requirements post.
That means your operating system is, sadly, not officially supported for the game. Originally posted by Ubisoft:All of our games including Heroes 3 were designed before Windows 10 was launched.