The installer for the IIS connector in the base ColdFusion 10 installer does not support IIS 10.0 in Windows Server 2016/2019. After you install ColdFusion 10, or if you manually try to run the connector installer, it fails silently.
Adobe released an update to fix this, but you need to install it manually since you can't through the CF Admin web interface with IIS.
Visit the Adobe ColdFusion Site to download the most recent hotfix, Update 23. You then install it using the following command:
c:\coldfusion10\jre\bin\java -jar c:\temp\hotfix_023.jar
c:\coldfusion10 is the root of your ColdFusion 10 installation, and
c:\temp\cf_hotfix_023.jar is the name of the JAR file that you downloaded.
You can then manually run the IIS Connector installer to get the necessary IIS integrations set up: