Back in July 2016 Microsoft released Security Compliance Manager 4.0 with support for Windows 10 and Server 2016. For some reason (at the moment) it seems to be hard to find so here are all the bits one might need to get started.
Solution Accelerator Article about SCM4:
Security Compliance Manager (SCM)
A TechNet blog announcing SCM4 availability:
Security Compliance Manager 4.0 now available for download!
An article about the security baselines available and links to download them:
Windows Security Baselines
SQL is needed to install it (yay) and it comes with SQL Express 2008, but here’s a link to SQL 2016 Developer with SP1, which is free now:
MSDN article: Developer Guides for SQL Server
Download: SQL Server Management Studio 16.5.3
Download: SQL 2016 Developer with SP1 (2,590MB ISO)