Windows 10 has the same choices as Windows whatever -- you can use the native Audible app for their books, and your choice of player (MusicBee in my case) for non-Audble books, but you can't use them for each other's books. The only app I know that does both is iTunes, and I personally hate it. I use it when I have to (to get books onto my ancient iPod for swimming), and avoid it at all other times. What I really want is someone to do a plugin for MusicBee that Alf's my Audible directly into MusicBee, and I'd be a happy camper.

The technology is out there, but it's a multi-step process right now.
Of course, the other plug-in I want for MusicBee is to have it be able to play Amazon Prime Music. I don't want much, do I?