Yes, it should still supported.
Here is the latest documentation (last updated on 3rd April 2020):
Hope my answer helps!
Starting with OpenVINO 2020.1 build >OpenVX* was removed from the distribution, as per OpenVINO Release Notes. Please see a separate Intel® Distribution of OpenVX* Implementation page.
And according to OpenVX Release Notes, Intel Distribution of OpenVX currently supports only Ubuntu 18.04.
The last Windows 10 compatible OpenVINO toolkit version that supported OpenVX was OpenVINO 2019 R3.1 - Installation Guide
Hope this helps.
Best regards, Max.