Follow this guide to install TensorFlow GPU on Windows (without the need to manually install CUDA Toolkit): https://www.pugetsystems.com/labs/hpc/How-to-Install-TensorFlow-with-GPU-Support-on-Windows-10-Without-Installing-CUDA-UPDATED-1419 CUDA will be installed for you automatically using Anaconda.
Or just follow the Fast Instructions I wrote below.
If you want to install CUDA toolkit on your own, or if you want to install the latest tensorflow version, then you need to follow official installation guide.