Windows 10 is unable to load Android devices as MTP devices

MTP is a protocol associated to Windows Media Player but Windows 10 does not include the WMP. The Media Feature Pack for N and KN versions of Windows 10 will install Media Player and related technologies on a computer running Windows 10 N or Windows 10 KN editions. For further information, please see http://support.microsoft.com and query the Knowledge Base for the article number KB3010081. So, download "Windows10-KB3010081-x86.msu" or "Windows10-KB3010081-x64.msu" from "http://www.microsoft.com/en-US/download/details.aspx?id=48231" and install it. The problem will be solved!

The new package to download is: https://support.microsoft.com/en-us/kb/3099229
As in the documentation:

This update supersedes update 3010081 in Windows 10 build 1511.

New version for Windows anniversary update 1607 KB3133719 https://support.microsoft.com/en-us/kb/3133719

New version for Windows 1709 and above: https://www.microsoft.com/en-us/software-download/mediafeaturepack
Other versions: https://support.microsoft.com/en-us/help/3145500/media-feature-pack-list-for-windows-n-editions#section-1

After Windows 10 Creators (15063) update to get it working I had to navigate to the C:\Windows\INF folder then find a file called wpdmtp.inf and install it by right clicking on it.