Drivers

While Windows will probably install drivers for your GPU, these drivers are usually lacking the necessary components to do calculations on that hardware. This is done to make the drivers be available for a wide range of hardware. It's also that a lot of the components are open source, a thing that Microsoft doesn't like, and most of these components are direct competitors with things that Microsoft makes:
- OpenGL -> DirectX
- CUDA/OpenCL -> DirectComputing

So it is better to use the drivers from the GPU's manufacturer, being AMD (or ATI), Intel or Nvidia:
- AMD drivers
- Intel drivers
- Nvidia drivers

Wherever, try to make a clean installation of the drivers. This may be an option in the driver installer (mostly in the case of Nvidia drivers, and it's hidden away in a non-obvious place so read all the options carefully), but it may also require you to uninstall the previous drivers via Device Manager or Uninstall a program.

When you have the drivers installed correctly and didn't install BOINC as a service, you can check in the BOINC messages if your GPU is detected correctly.
Open BOINC Manager and press CTRL+SHIFT+E simultaneously (CTRL+SHIFT+Command on Mac).
In the window that opens scroll all the way up and check for lines such as:

AMD

CAL: ATI GPU 0: AMD Radeon HD 7850/7870 series (Pitcairn) (CAL version 1.4.1848, 2048MB, 2008MB available, 6400 GFLOPS peak)
OpenCL: AMD/ATI GPU 0: AMD Radeon HD 7850/7870 series (Pitcairn) (driver version 2117.9 (VM), device version OpenCL 1.2 AMD-APP (2117.9), 2048MB, 2008MB available, 6400 GFLOPS peak)

Intel

Opencl: Intel GPU 0: Intel(R) HD Graphics 4600 (driver version 20.19.15.4531, device version OpenCL 1.2, 1630MB, 1630MB available, 240 GFLOPS peak)

Nvidia

CUDA: NVIDIA GPU 0: GeForce GTX 970 (driver version 376.33, CUDA version 8.0, compute capability 5.2, 4096MB, 3390MB available, 4423 GFLOPS peak)
CUDA: NVIDIA GPU 1: GeForce GTX 970 (driver version 376.33, CUDA version 8.0, compute capability 5.2, 4096MB, 3390MB available, 4170 GFLOPS peak)
OpenCL: NVIDIA GPU 0: GeForce GTX 970 (driver version 376.33, device version OpenCL 1.2 CUDA, 4096MB, 3390MB available, 4423 GFLOPS peak)
OpenCL: NVIDIA GPU 1: GeForce GTX 970 (driver version 376.33, device version OpenCL 1.2 CUDA, 4096MB, 3390MB available, 4170 GFLOPS peak)

This shows that the drivers are installed correctly and BOINC has found your GPU.

Note: Not all new AMD GPUs will be recognized as CAL capable. CAL used to be ATI's way of doing calculations on the GPU, but since they found that OpenCL was much more efficient they stopped development of CAL. Radeon Rn and higher GPUs have only got OpenCL capability built in and therefore won't report CAL capability.