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They have most mineable coins and you can choose them yourself from among the coins that your hardware can mine (depending on the manufacturer and whether it’s an ASIC, CPU or GPU-based rig). You can also choose in which coin you want to get your payouts. It’s a very flexible system.

I will totally take a look at it, as I'm building my first rig now I think you gave me a really good source.

So basically I just install Win10 on the rig and then go to their website?

Well, yes. You might also like to take a look at installing Linux, as it might run more optimised mining software client than Win10. But take a look at their website first and see what mining software they recommend for your hardware configuration.