To anyone running Windows and wanting to be able to build their models on their Windows machine, I was able to get PyTorch working on Windows 10 x64 with CUDA 7.5. Others have reported getting CUDA 8.0 working on Windows 10 x64. See: PyTorch Windows Support for more information.
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As of three hours ago, the owner of the PyTorch library at Facebook AI research mentioned that they are planning on adding Windows support in the next version of PyTorch, v0.4. See https://github.com/pytorch/pytorch/issues/6349