It’s a well known fact that Microsoft has removed a number of features and options from Windows since Windows 8. One of them was the Advanced Appearance settings dialog, which allowed you to change various aspects such as colors and window metrics. In Windows 10, all that's left are a few settings to change the text size; the rest of the settings are all removed because even if you changed them, they didn't apply to themes/visual styles. They were only applicable to the Classic theme which also was removed. However, changing only the text size can still be a better option for some users than changing the entire system's DPI because changing DPI often leads to scaling issues.
After you click the Advanced display settings link, a new page of the Settings app will appear on the screen. There, you need to click on the link named Advanced sizing of text and other items: After you click that link, the following window will appear on the screen:
In the Change only the text size section at the bottom of the window, select the desired item in the first dropdown list and then set the font size and style as you want.
That's it. Note that while you can change size of title bar text, message boxes, menus and icons, certain elements like tooltips won't be affected universally because tooltips use themes in modern versions of Windows in most places, so only the old-style tooltips such as the ones you see for Close/Minimize/Maximize buttons will be affected.
You can do the same in Windows 8.1. See this article for reference.