I can create windows using bedtools makewindows, but I do not know how to assign each SNP to it's corresponding window.

convert the first file to bed using awk something like /(no tested):

awk '/^Chromosome/ {next;} {printf("%s\t%d\t%s\t%s\n",$1,int($2)-1,$2,$3);}' < file1.tsv

and then combine both files using bedtools intersect

Using BEDOPS, starting with a VCF-formatted file of SNP variants over hg38, this is a one-liner that writes data to answer.bed:

bedmap --echo --echo-map <(fetchChromSizes hg38 | awk -vFS="\t" -vOFS="\t" '{ print $1, "0", $2 }' | sort-bed - | bedops --chop 10000 -) <(vcf2bed < in.vcf) > answer.bed

In separate lines, here are the separated commands:

fetchChromSizes hg38 | awk -vFS="\t" -vOFS="\t" '{ print $1, "0", $2 }' | sort-bed - | bedops --chop 10000 - > windows.10kb.bed
vcf2bed < variants.vcf > variants.bed
bedmap --echo --echo-map windows.10kb.bed variants.bed > answer.bed

The one-liner will run faster, but the separated-command approach is easier to read and modify.

If you don't have variants in VCF format, get them into VCF format, or use an awk statement as described in another answer. If you use UCSC fetchChromSizes, you'll need to modify the format of the chromosome name to UCSC standard (chr1, chr2, etc.) for the mapping in bedmap to work correctly.