Note that a Nitrokey initialized with OpenSC doesnāt work with GnuPG/OpenPGP. But the other way around works fine. If you want to use Nitrokey with both GnuPG and PKCS#11, generate the keys with GnuPG.
I did not have to do anything special other than installing gpg4win to have my nitrokey recognised on Windows 10.
I have not used gpg4win suite too much, but I remember it has some GUI applications with it. Have Kleopatra or some other application from the suite recognized the device?
Was your installation āFull/Completeā? Maybe you have not installed the scdaemon part (or similar responsible for communication with smartcards).
Perhaps this issue is related to the Windows 10 Creators Update issue. Note, this issue is reported for a Nitrokey Pro while the original issue happens for Nitrokey Storage.