I am running the new Anniversary Update of Windows 10 and use the version of Microsoft Edge that comes with it.
Edge has a setting "Extensions" that leads you to the Windows Store to install extensions. After selecting Adblock and downloading it, Edge does not notify me that an extension was installed (like it did on the Anniversary Update preview on another machine).
Looking at the app/extension in the store again, it says that there was a problem with this app and re-installing it is recommended. It does not say anything about what kind of error happened. Re-installing does not help.
In the "Extensions" section of Edge no extension is listed.