gpedit.msc is only available as part of Windows 10 Pro, Enterprise and Education editions. It's still possible to apply policies but via the registry and they are stored at HKEY_LOCAL_MACHINE\Software\Policies and under that will be Microsoft\Windows\Personalization. If there are values listed here then they will cause that "managed by organization" message. Deleting the values under Personalization and rebooting will get rid of that message.