Upcoming Windows 10 Mobile devices may get Fingerprint sensors. The anniversary update for Windows 10 will add the required driver support for addition of the hardware. At present we have Windows Hello authentication on the new Lumia 950 and Lumia 950 XL which scan your eyes for authentication. Its neither as accurate nor as fast as a fingerprint sensor.
At present its not known how many OEM's will opt for fingerprint sensor for Windows 10 Mobile device or how many will actually make phones running the updated OS, but the first one to get the update would be HP Elite X3.
Windows 10 Anniversary update is already under testing and will come later in July or early August for both desktops and mobile devices.
Via: The Verge
Source: Microsoft (PDF)