Various sources say Intel SST should be enabled on Windows 10 either from the BIOS (on W10 versions before Anniversary), or automatically from W10 on all Skylake processors starting from the Anniversary update. Another source says it only supports mobile Skylake processors. I have a i7-6700HQ (mobile) and HWiNFO reports SST as disabled still on 15063 and 14393. Under Linux (Fedora 25 and Ubuntu 17.04), SST seems to work fine. Reading the MSR 0x770 reports 1 for all cores out-the-box.
There are 2 parts to this and very little info available Speed Shift. 1: It has to be supported by the OS...aka Windows 10 and Linux. 2: (IMPORTANT PART) Motherboard manufacture also has to have added support to the motherboard bios. With that said, until just a few months ago ASUS did not support it in the bios. ASUS rep on another forum called me out for asking him about it and when it was coming over a year ago. Throttlestop seems to work but no way to really test it. Speed Shift was designed for mobile in general but desktops also receive some boosts
I enable it in the BIOS on my MSI GT73VR Titan Pro laptop. Although I have an unlocked BIOS as it's disabled by default in the stock BIOS