If you get the following message, it means you need to setup Cuda
2020-07-29 16:20:12.314047: W tensorflow/stream_executor/platform/default/dso_loader.cc:59] Could not load dynamic library 'libcudart.so.10.1'; dlerror: libcudart.so.10.1: cannot open shared object file: No such file or directory
2020-07-29 16:20:12.314097: I tensorflow/stream_executor/cuda/cudart_stub.cc:29] Ignore above cudart dlerror if you do not have a GPU set up on your machine.Based on this documentation, you need to register Microsoft Windows Insider Program and install Windows Build version 20145 or higher.
NOTE: My current Windows Build as of 7 Aug 2020 is 19041 (check using winver)
If you are not using WSL, do refer to TensorFlow GPU Support. Also TensorFlow 2.2 only support CUDA 10.1.