How do I exactly mine Zcash with GPU and get a wallet?

Well, you need to setup a miner, I believe there are wallets now for Zcash available on Windows as well, so you don’t need need Linux to run your own node, but it is always safer anyway.

Once you have your wallet address, go to any ZEC pool and check out How to Get started or anything similar, they provide you with links and instructions on how to connect and setup your miner. For example, mining with Nvidia on flypool > http://zcash.flypool.org/ "Download, configure and run our modified nicehash CPU miner

Download: Github
Choose from the following stratum servers:

Europe: eu1-zcash.flypool.org:3333
US: us1-zcash.flypool.org:3333
China: cn1-zcash.flypool.org:3333
Asia: asia1-zcash.flypool.org:3333
Start your miner using the following command. User your Zcash address as username (can be a t or z address)

nheqminer.exe -cd 0 -l -u .
Full examples

nheqminer.exe -cd 0 -l eu1-zcash.flypool.org:3333 -u t1NF6yLUxAAttibU8mzfX86o8aWLcqF38DX.rig1"

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