The recent app update for Instagram on Windows 10 has finally added live video streaming support for both mobile and PC devices. Live videos were already available on Android and iOS and became really popular. It's one of the recent features the service has introduced to increase its popularity among active Snapchat users.
The Windows 10 app itself is still lacking a few features comparing to the official clients on other platforms but getting support for some of the most popular features right now is clearly a good sign considering that the Windows version was years late to arrive.
The live video streaming features are still new to the service and are limited to most users in some ways. For example, you can create your own live stream only for a limited set of people to see. You can, however, see all of the broadcasts available from Instagram partners and popular users.
There's no official change log for this version currently available on the app's Windows Store page, but all of your devices are probably already running the updated upp. If not, be sure to check for updates manually or download it if you haven't already.