You cannot open Java Applets (nor any other NPAPI plugin) in Microsoft Edge - they aren't supported and won't be added in the future.
Further you should be aware that in the next release of Google Chrome (v45 - due September 2015) NPAPI plugins will also no longer be supported.
There are a couple of things that you can do:
Use Internet Explorer 11
You will find that in Windows 10 you will already have Internet Explorer 11 installed. IE 11 continues to support NPAPI (incl Java Applets).
IE11 is squirrelled away (c:\program files\internet explorer\iexplore.exe
). Just pin this exe to your task bar for easy access.
Use FireFox
You can also install and use a Firefox 32-bit Extended Support Release in Win10. Firefox have disabled NPAPI by default, but this can be overridden. This will only be supported until early 2018.