In Windows 8.1 and previous versions, the taskbar and Start menu settings would appear under Taskbar and Start Menu Properties dialog. With Windows 10, Microsoft moved the Start menu settings to the new Settings app.
With Windows 10 anniversary update, scheduled for release in July 2016, Microsoft is planning to move the taskbar settings to the Settings app. Starting with Windows 10 build insider preview build 14271, you can find all taskbar settings under the Settings app. That said, Microsoft has not dropped the Taskbar and Start Menu Properties dialog yet but might get rid of the same in near future.
In short, you can now access all taskbar settings by navigating to the Settings app. Settings like lock the taskbar, auto-hide the taskbar, use small taskbar buttons, turn on or off desktop preview feature, taskbar location on screen, and taskbar settings for multiple displays can be found under the Taskbar category of Settings app.
Two ways to access taskbar settings in Windows 10
Method 1 of 2
NOTE: This method works only in Windows 10 14271 or above builds. Please check your Windows 10 build number if taskbar settings are not appearing under Settings.
Step 1: Open Settings app by clicking Settings icon on the Start menu or simultaneously pressing Windows logo and I keys.
Step 2: In the Settings app, click Personalization category and then click Taskbar to see all taskbar settings.
Method 2 of 2
Step 1: Right-click on the empty area of taskbar and then click Properties to open Taskbar settings page in Settings app.
Our 13 ways to customize the Windows 10 taskbar guide might also be of interest to you.