With the latest update to Windows 10 Mail and Calendar app, apart from other new features, the app also added support for additional calendar types.
Open the Calendar app, From Settings > Calendar Settings > scroll down to Alternate Calendars. It includes support for English, Japanese, Chinese (Simplified), Chinese (Traditional), Arabic, Persian, Thai, Korean, Hebrew and Hindi. And selecting any of these languages will provide options supporting these alternate calendars: Gregorian, Hijri, Umm al-Qura, Hebrew Lunar, Saka Era.
So to enable Hindu Saka Calendar in Hindi, first check the Alternate Calendars box. Then select Hindi and this will enable Saka Era. The month and the dates will be displayed along with the English month name and the dates. The month name will be displayed in Hindi.
Similarly one can choose other Alternate Calendar types too.
This Mail and Calendar app ver is17.6303.42251.0 running on Windows 10 Build 10547. So if you are running the Windows 10 RTM , please check if its available or not.