If the connected monitor (or projector) supports HDR and you want to use it, you need to enable it in the menu of the connected monitor and Windows 10.
Open Settings and select System | Display | Windows HD Color. Here you have the option to enable HDR. If you don’t see the toggle to enable it, it’s probably because your display doesn’t support HDR. If you are sure your monitor is HDR enabled, you may not have enabled the feature in the menu, you may be using the wrong cable, or you may not have installed the necessary driver.
If you turn on HDR, you can select whether HDR should be enabled for videos only or the system as a whole.