Most definitely not. I can use multiprocessing on my windows 10 64bit installation. I just haven’t been able to pin down what is causing this strange compile error.
You can also try to install some compilers and libraries that would ensure you would be able to compile the nodes.
If you uninstall theano and pymc3, and then run
conda install mkl-service libpython m2w64-toolchain numpy scipy
conda install theano pygpu
conda install pymc3
You should get theano to detect the c compilers, blas libraries and python header files correctly. This maybe will solve your particular error, which looked like a senseless compilation error due to an unimplemented feature in Python.h.