I have installed visual studio 2017 in my windows machine and I have installed Xamarin along with that, but when I am creating Xamarin native in visual studio I am getting project.iOS and project.Android but there is nothing for windows. If project.winphone is not available I was hoping project.uwp will be available.
A screenshot of the solution explorer is here:
Am I missing any windows SDK? Do I have to install separately?
If anybody explain with some details it'd be very good for people who are starting up in Xamarin windows app development.
Update:

I have tried to reproduce your issue in my visual studio 2017. It seems that there is some issue with Xamarin.Forms templates extension.
You could solve the issue by updating your visual studio 2017 to the latest version.
Click Tools button -> Extensins And Updates-> Updates-> Product Updates.