Windows 10 includes generic drivers for most common hardware, but the Intel Management Engine Interface requires a specific driver from HP or Intel. Microsoft's generic serial port driver does not recognize the MEI's proprietary communication protocol.
Many HP motherboards include the PCI serial port controller on the chipset even without a physical connector. It is used internally for diagnostics or the TPM (Trusted Platform Module). Pci Serial Port Driver Windows 10 Hp
If you do not need the serial port and the error message bothers you, simply disable the device. Windows 10 includes generic drivers for most common