It doesn't sync with your phone or any other device. What should be happening is that W10 should sync with your MS account calendar, your Outlook.com calendar, which is the same thing your phone syncs with.
Ensure your PC and phone are both using the same MS account. Is your email downloading too? If not, your PC is not talking to your MS account correctly.
If you use different accounts as primary on each device you'll need to add the phone account's email address to your PC windows mail app. That should sort it.