Hi Poul,
Yes, requesting a code-signing certificate via Internet Explorer on Windows 10 is no problem.
Here are a few interesting links:
http://www.lindersoft.com/forums/showthread.php?23099
http://www.lindersoft.com/Comodo2014.pdf
http://www.lindersoft.com/forums/showthread.php?46841
http://www.lindersoft.com/forums/showthread.php?46908
Friedrich