You can use that when enabling full UEFI support. If you setup your computer correctly, and all your hardware are UEFI ready, that should work.
It could be a component or driver didn't pass or you didn't install Windows in UEFI-mode.
I don't know where you "read that I need to enable the Windows 10 WHQL option". I think it is used to check if everything passed the Windows Hardware Quality Labs testing process.