This is a simple application port of the fortune command from Linux for Windows 10.
To get a random fortune all you need to do is run the application. I suggest, just as on Linux, to configure your environment such that Fortune is run when you start a new Windows 10 session (log in).
However, this application does not come with fortune files themselves. You must find (or create) them yourself. You may find fortune files from various operating systems here. Just download as many files you want and place them on a folder named "Data" next to the Fortune.exe file. A new random fortune will be chosen among the many files existing there.
This application will not display fortunes on the command line/PowerShell if invoked through them.