To set up my virtual machines with the internet connection I followed the steps described in Configure Hyper V Virtual Machine With Internet Connection article:
First I created the virtual switch by going to Hyper-V Manager->Virtual Switch Manager:
and then selected it as Home network connection on my physical network adapter Sharing page:
Also I specified the IP address of Windows domain controller as Preferred DNS server for My Internal Virtual Switch:
and probably for network adapters of the Windows 10 clients (but I do not remember exactly).
After using MS Android Emulator and Windows Phone Emulator the internet connection was lost on one of my virtual machines and I restored it by selecting an external virtual switch without sharing it as on 2-nd picture above: