This should launch your email client to send an email. If it doesn’t then it’s likely that you haven’t configured a default email client for the browser.
I’m not using Windows 10, so I can’t say for sure, but this would be a browser setting (which email client to use when clicking on a mailto: link). It’s not something you set up with the website. You’ll get the same result when clicking on any email address link.
Just experimenting with Win 10 on a spare notebook and I don’t see any issues with “mailto” links and Edge: Those links are opened with the same app as before on Win 7 (Thunderbird in my case). I don’t see how opening a “mailto” link in Skype would make any sense…
Weird, though, that Edge doesn’t seem to have a corresponding setting in its (advanced) preferences. So, Microsoft, how do you manually change what app is used to open “mailto” links? Just by defining the standard email client? Have to check that.
BTW, if anyone considers trying out Win 10: Make sure you don’t blindly choose “Express Setup” after the installation, as that will enable all of Win 10’s inbuilt spyware functions, Wi-Fi sharing, auto-connecting to open hotspots and other nasty things without even informing you.