To use local development environment or linux server?
Which is better if I'm on a windows 10 machine?
Both work extremely well. I personally prefer using a Linux Server as it's just more simple to me, and gives me download speeds quicker than my home connection.

But as long as you follow the tutorial on here step by step it shouldn't matter whether you're on a local environment or an actual server.
In general, I would recommend against installing the composer development environment on Windows. It is still possible but the tooling just isn't optimized (yet) and you can run into problems. But as Zach stated, once you get it going it will work well. A cheap linux server can also make for a decent development environment.
I personally use a Windows 10 laptop, but I use a Oracle VM Virtual Box running Ubuntu 16.04.  

I've tried it with both the fabric tutorials (https://hyperledger-fabric.readthedocs.i...ials.html#) as well as the fabric-composer examples as well.