If you have installed CUDA Toolkit 10 on your machine, you have access to several libraries that can make simple tasks like sorting numbers in an array really fast by using your CUDA-enabled NVIDIA GPU.
Again, once CUDA Toolkit 10 is installed, simply run the example code from this location: https://developer.nvidia.com/thrust
For more information, check out the following links:
https://docs.nvidia.com/cuda/thrust/index.html
https://github.com/thrust/thrust/wiki/Documentation
To get CUDA Toolkit 10 installed on your windows machine, check out the following e-book, which gives you access to a video walkthrough: