See https://github.com/pytorch/pytorch/issues/494#issuecomment-304439658 and https://github.com/pytorch/pytorch/issues/3649#issuecomment-344280941 for more details. Windows support is planned for 0.4.0.
I’m not sure how stable it is right now, so if you’re using it for something critical for a class and don’t want it to crash I’d recommend just dual-booting into Linux or grabbing a Linux box somewhere.